Volume no :7, Issue no: 1, January (2011)

Journal of Mathematical Sciences: Advances and Applications

A MODIFIED CONJUGATE GRADIENT METHOD FOR UNCONSTRAINED OPTIMIZATION

Author's: Shuo Wang, Zhibin Zhu, Qian Qing and Juanjuan Hu
Pages: [1] - [10]
Received Date: October 14, 2010; Revised December 9, 2010
Submitted by:

Abstract

In this paper, based on a new quasi-Newton equation and the conjugacy condition, we propose a modified conjugate gradient method. Under some suitable conditions, it is proven that the method converges globally for general functions.

Keywords

conjugate gradient method, the strong Wolfe line search, global convergence.