首页> 中文期刊> 《高等学校计算数学学报:英文版》 >A Globally Convergent Polak-Ribiere-Polyak Conjugate Gradient Method with Armijo-Type Line Search

A Globally Convergent Polak-Ribiere-Polyak Conjugate Gradient Method with Armijo-Type Line Search

         

摘要

In this paper, we propose a globally convergent Polak-Ribiere-Polyak (PRP) conjugate gradient method for nonconvex minimization of differentiable functions by employing an Armijo-type line search which is simpler and less demanding than those defined in [4,10]. A favorite property of this method is that we can choose the initial stepsize as the one-dimensional minimizer of a quadratic modelΦ(t):= f(xk)+tgkTdk+(1/2) t2dkTQkdk, where Qk is a positive definite matrix that carries some second order information of the objective function f. So, this line search may make the stepsize tk more easily accepted. Preliminary numerical results show that this method is efficient.

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