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Zbl 1154.90623
Yuan, Gonglin
Modified nonlinear conjugate gradient methods with sufficient descent property for large-scale optimization problems. (English)
[J] Optim. Lett. 3, No. 1, 11-21 (2009). ISSN 1862-4472; ISSN 1862-4480/e

Summary: It is well known that the sufficient descent condition is very important to the global convergence of the nonlinear conjugate gradient method. In this paper, some modified conjugate gradient methods which possess this property are presented. The global convergence of these proposed methods with the weak Wolfe-Powell (WWP) line search rule is established for nonconvex function under suitable conditions. Numerical results are reported.

MSC 2000:: *90C52 Methods of reduced gradient type
90C06 Large-scale problems

Keywords: unconstrained optimization; line search; conjugate gradient method; sufficient descent

Cited in: Zbl 1228.90153

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