A globally convergent Polak-Ribière-Polyak conjugate gradient method with Armijo-type line search
Numer. Math. J. Chinese Univ. (English Ser.)(English Ser.) 15 (2006), pp. 357-366
Published online: 2006-11
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@Article{NM-15-357,
author = {G. Yu, L. Guan and Z. Wei },
title = {A globally convergent Polak-Ribière-Polyak conjugate gradient method with Armijo-type line search},
journal = {Numerical Mathematics, a Journal of Chinese Universities},
year = {2006},
volume = {15},
number = {4},
pages = {357--366},
abstract = {
In this paper, we propose a globally convergent
Polak-Ribi\`{e}re-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 model
$\Phi(t):=f(x_k)+t g_k^Td_k+\frac{1}{2}t^2d_k^TQ_kd_k$, where $Q_k$
is a positive definite matrix that carries some second order
information of the objective function $f$. So, this line search may
make the stepsize $t_k$ more easily accepted.
Preliminary numerical results show that this
method is efficient.
},
issn = {},
doi = {https://doi.org/},
url = {http://global-sci.org/intro/article_detail/nm/8042.html}
}
TY - JOUR
T1 - A globally convergent Polak-Ribière-Polyak conjugate gradient method with Armijo-type line search
AU - G. Yu, L. Guan & Z. Wei
JO - Numerical Mathematics, a Journal of Chinese Universities
VL - 4
SP - 357
EP - 366
PY - 2006
DA - 2006/11
SN - 15
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/nm/8042.html
KW -
AB -
In this paper, we propose a globally convergent
Polak-Ribi\`{e}re-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 model
$\Phi(t):=f(x_k)+t g_k^Td_k+\frac{1}{2}t^2d_k^TQ_kd_k$, where $Q_k$
is a positive definite matrix that carries some second order
information of the objective function $f$. So, this line search may
make the stepsize $t_k$ more easily accepted.
Preliminary numerical results show that this
method is efficient.
G. Yu, L. Guan and Z. Wei . (2006). A globally convergent Polak-Ribière-Polyak conjugate gradient method with Armijo-type line search.
Numerical Mathematics, a Journal of Chinese Universities. 15 (4).
357-366.
doi:
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