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A modified PRP conjugate gradient method

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Abstract

This paper gives a modified PRP method which possesses the global convergence of nonconvex function and the R-linear convergence rate of uniformly convex function. Furthermore, the presented method has sufficiently descent property and characteristic of automatically being in a trust region without carrying out any line search technique. Numerical results indicate that the new method is interesting for the given test problems.

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Authors and Affiliations

  1. College of Mathematics and Information Science, Guangxi University, Nanning, Guangxi, 530004, People’s Republic of China

    Gonglin Yuan & Xiwen Lu

  2. School of Science, East China University of Science and Technology, Shanghai, 200237, People’s Republic of China

    Gonglin Yuan

Authors
  1. Gonglin Yuan
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  2. Xiwen Lu
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Corresponding author

Correspondence to Gonglin Yuan.

Additional information

This work is supported by Guangxi University SF grands X061041 and China NSF grands 10761001.

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Yuan, G., Lu, X. A modified PRP conjugate gradient method. Ann Oper Res 166, 73–90 (2009). https://doi.org/10.1007/s10479-008-0420-4

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