Operations Research Transactions >
2022 , Vol. 26 >Issue 2: 64 - 72
DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2022.02.006
Modified PRP conjugate gradient method for unconstrained optimization
Received date: 2020-09-02
Online published: 2022-05-27
Based on the PRP conjugate gradient method, we propose an efficient modified PRP conjugate gradient method for solving large-scaled unconstrained optimization problems by using the structure of the CG_DESCENT conjugate gradient method. The proposed method generates a sufficient descent direction at each iteration, which is independent of any line search. Its global convergence and linear convergence rate are established under standard Wolfe line search. The numerical results show that the proposed methods is effective for the given test problems.
Huiling ZHANG, Naoerzai SAI, Xiaoyun WU . Modified PRP conjugate gradient method for unconstrained optimization[J]. Operations Research Transactions, 2022 , 26(2) : 64 -72 . DOI: 10.15960/j.cnki.issn.1007-6093.2022.02.006
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