| Article ID: | iaor200937810 |
| Country: | Germany |
| Volume: | 166 |
| Issue: | 1 |
| Start Page Number: | 73 |
| End Page Number: | 90 |
| Publication Date: | Feb 2009 |
| Journal: | Annals of Operations Research |
| Authors: | Lu Xiwen, Yuan Gonglin |
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.