Global Convergence of a Nonlinear Conjugate Gradient Method.pdfVIP

Hindawi Publishing Corporation Mathematical Problems in Engineering Volume 2011, Article ID 463087, 22 pages doi:10.1155/2011/463087 Research Article Global Convergence of a Nonlinear Conjugate Gradient Method Liu Jin-kui, Zou Li-min, and Song Xiao-qian School of Mathematics and Statistics, Chongqing Three Gorges University, Chongqing 404000, China Correspondence should be addressed to Liu Jin-kui, liujinkui2006@126.com Received 5 March 2011; Revised 21 May 2011; Accepted 4 June 2011 Academic Editor: Piermarco Cannarsa Copyright q 2011 Liu Jin-kui et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. A modified PRP nonlinear conjugate gradient method to solve unconstrained optimization problems is proposed. The important property of the proposed method is that the sufficient descent property is guaranteed independent of any line search. By the use of the Wolfe line search, the global convergence of the proposed method is established for nonconvex minimization. Numerical results show that the proposed method is effective and promising by comparing with the VPRP, CG-DESCENT, and DL methods. 1. Introduction The nonlinear conjugate gradient method is one of the most efficient methods in solving unconstrained optimization problems. It comprises a class of unconstrained optimization algorithms which is characterized by low memory requirements and simplicity. Consider the unconstrained optimization problem min f x , 1.1 x∈Rn wh