On the Strong Convergence of a Sufficient Descent Polak-Ribière-Polyak Conjugate Gradient Method

Recently, Zhang et al. proposed a sufficient descent Polak-Ribière-Polyak (SDPRP) conjugate gradient method for large-scale unconstrained optimization problems and proved its global convergence in the sense that lim infk→∞∥∇f(xk)∥=0 when an Armijo-type line search is used. In this paper, motivated b...

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Bibliographic Details
Main Authors: Min Sun, Jing Liu
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2014/283215
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Summary:Recently, Zhang et al. proposed a sufficient descent Polak-Ribière-Polyak (SDPRP) conjugate gradient method for large-scale unconstrained optimization problems and proved its global convergence in the sense that lim infk→∞∥∇f(xk)∥=0 when an Armijo-type line search is used. In this paper, motivated by the line searches proposed by Shi et al. and Zhang et al., we propose two new Armijo-type line searches and show that the SDPRP method has strong convergence in the sense that limk→∞∥∇f(xk)∥=0 under the two new line searches. Numerical results are reported to show the efficiency of the SDPRP with the new Armijo-type line searches in practical computation.
ISSN:1085-3375
1687-0409