A sufficient descent LS conjugate gradient method for unconstrained optimization problems

A sufficient descent LS conjugate gradient method for unconstrained optimization problems

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Article ID: iaor20118928
Volume: 218
Issue: 5
Start Page Number: 1577
End Page Number: 1586
Publication Date: Nov 2011
Journal: Applied Mathematics and Computation
Authors: ,
Keywords: heuristics
Abstract:

In this paper, we make a modification to the Liu–Storey (LS) conjugate gradient method and propose a descent LS method. The method can generate sufficient descent directions for the objective function. This property is independent of the line search used. We prove that the modified LS method is globally convergent with the strong Wolfe line search. The numerical results show that the proposed descent LS method is efficient for the unconstrained problems in the CUTEr library.

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