J4 ›› 2008, Vol. 43 ›› Issue (5): 54-57 .doi:

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Global convergence of a conjugate gradient method with strong Wolfe-Powell line search

LIU Li-ying1, LI Ying 1,2   

  1. 1. Department of Mathematics Science, Liaocheng University, Liaocheng 252059, Shandong, China;2. Department of Administration, Shanghai Polytechnic University, Shanghai 200093, China
  • Received:1900-01-01 Revised:1900-01-01 Online:2006-10-24 Published:2006-10-24
  • Contact: LIU Li-ying

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Abstract:

A new kind of conjugate gradient algorithm for solving nonlinear unconstrained optimization was proposed. This conjugate gradient method with strong Wolfe-Powell line search satisfies the sufficient descent property, and this new kind of conjugate gradient algorithm with strong Wolfe line search possess the global convergence property.

Key words: conjugate gradient method; line search; sufficient descent; global convergence

CLC Number: 

  • O224
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