A sufficient descent LS conjugate gradient method for unconstrained optimization problems

In this paper, we make a modification to the Liu–Storey (LS) conjugate gradient method and propose a descent LS method. The method can generate sufficient descent directions for the objective function. This property is independent of the line search used. We prove that the modified LS method is glob...

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Veröffentlicht in:Applied mathematics and computation 2011-11, Vol.218 (5), p.1577-1586
Hauptverfasser: Li, Min, Feng, Heying
Format: Artikel
Sprache:eng
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Zusammenfassung:In this paper, we make a modification to the Liu–Storey (LS) conjugate gradient method and propose a descent LS method. The method can generate sufficient descent directions for the objective function. This property is independent of the line search used. We prove that the modified LS method is globally convergent with the strong Wolfe line search. The numerical results show that the proposed descent LS method is efficient for the unconstrained problems in the CUTEr library.
ISSN:0096-3003
1873-5649
DOI:10.1016/j.amc.2011.06.034