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Zbl 1106.65056
Zhang, Li; Zhou, Weijun; Li, Donghui
A descent modified Polak-Ribière-Polyak conjugate gradient method and its global convergence. (English)
[J] IMA J. Numer. Anal. 26, No. 4, 629-640 (2006). ISSN 0272-4979; ISSN 1464-3642/e

The authors study conjugate gradient methods to solve an unconstraint optimization problem. They begin by describing the main principles of conjugate gradient approaches and in particular the Polak-Ribière-Polyak (PRP) method. In the second section they propose a modified PRP method which is described in detail. The third and fourth sections look into the convergence properties of the proposed algorithm and at the results of computational experimentation using this modified PRP conjugate gradient method.
[Efstratios Rappos (Athens)]

MSC 2000:: *65K05 Mathematical programming (numerical methods)
90C52 Methods of reduced gradient type
65F10 Iterative methods for linear systems

Keywords: global convergence; numerical examples; unconstraint optimization; Polak-Ribière-Polyak method

Cited in: Zbl 1202.90239 Zbl 1156.65047

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