A PRP-FR Hybrid Conjugate Gradient Algorithm for Unconstrained Optimization
Journal Title: Scholars Journal of Engineering and Technology - Year 2016, Vol 4, Issue 12
Abstract
In this paper, a modified hybrid conjugate gradient algorithm is proposed for solving unconstrained optimization problems, which avoid the drawbacks of PRP and FR. The global convergence of this method is established under strong Wolfe line search conditions. The numerical results show that the proposed method is effective. Keywords: Unconstrained optimization; Conjugate gradient method; Global convergence.
Authors and Affiliations
Lirong Wang, Xiaoli Tian
Keywords
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