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Global convergence of modified HS conjugate gradient method |
ZHENG Yan-msi,SUN Qing-ying,WANG Qing-he,CHANG Zhao-guang
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(College o& Mathematics and Computational Science in China University o& Petroleum,Dongying 257061, Shandong Province, China )
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Abstract: |
An assumption condition was given on the scalar of conjugate gradient direction to ensure that the direction is asufficient descent direction. The HS conjugate gradient method was modified to obtain global convergence property under mild condition. The numerical results show that the new algorithm is efficient compared with FR,PR,HS conjugate gradient methods with generalized Armijo step size rule. |
Key words: unconstrained optimization conjugate gradient method generalized Armijo step size rule global convergence |
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