Abstract
We propose two algorithms for nonconvox unconstrained optimization problems that employ Polak-Ribicro-Polyak conjugate gradient formula and new inexact line search techniques. We show that the new algorithms converge globally if the function to be minimized has Lipschitz continuous gradients. Preliminary numerical results show that the proposed methods for particularly chosen line search conditions are very promising.
Original language | English |
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Pages (from-to) | 2173-2193 |
Number of pages | 21 |
Journal | Mathematics of Computation |
Volume | 77 |
Issue number | 264 |
DOIs | |
Publication status | Published - 1 Oct 2008 |
Keywords
- Global convergence
- Inexact line search
- Nonconvex optimization
- PRP method
ASJC Scopus subject areas
- Algebra and Number Theory
- Computational Mathematics
- Applied Mathematics