Global Convergence of a Modified PRP Conjugate Gradient Method

• DOI: 10.1016/j.proeng.2012.01.1131
• Publication Date: 2012-02-19T05:06:45Z
• Authors: Yueqin Zhang; Hao Zheng; Chuanlin Zhang
• Keywords: Conjugate; Descent (aeronautics); Line search

In this paper, we propose a modified PRP conjugate gradient method which develops new formula for parameter and possesses the following properties: (1)the sufficient descent property holds without any line searches; (2)this inherits an important of Polak-Ribière-Polyak(PRP) method;(3)under some assumable conditions, is globally convergent. Preliminary numerical results show that very efficient.