A hybrid conjugate gradient method for optimization problems
Open Access
- 1 January 2011
- journal article
- Published by Scientific Research Publishing, Inc. in Natural Science
- Vol. 03 (01), 85-90
- https://doi.org/10.4236/ns.2011.31012
Abstract
A hybrid method of the Polak-Ribière-Polyak (PRP) method and the Wei-Yao-Liu (WYL) method is proposed for unconstrained optimization pro- blems, which possesses the following properties: i) This method inherits an important property of the well known PRP method: the tendency to turn towards the steepest descent direction if a small step is generated away from the solution, preventing a sequence of tiny steps from happening; ii) The scalar holds automatically; iii) The global convergence with some line search rule is established for nonconvex functions. Numerical results show that the method is effective for the test problems.Keywords
This publication has 1 reference indexed in Scilit:
- Nonconvex minimization calculations and the conjugate gradient methodPublished by Springer Science and Business Media LLC ,1984