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
Schlagworte:	Computation Conjugate gradient method Descent Global convergence Libraries Liu–Storey method Mathematical analysis Mathematical models Optimization Searching Strong Wolfe line search Sufficient descent property
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