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: | Li Min, Feng Heying |
Keywords: | heuristics |
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.