학술논문

A q-Polak–Ribière–Polyak conjugate gradient algorithm for unconstrained optimization problems.
Document Type
Article
Source
Journal of Inequalities & Applications. 1/28/2021, Vol. 2021 Issue 1, p1-29. 29p.
Subject
*CONJUGATE gradient methods
*MATHEMATICAL optimization
*ALGORITHMS
Language
ISSN
1025-5834
Abstract
A Polak–Ribière–Polyak (PRP) algorithm is one of the oldest and popular conjugate gradient algorithms for solving nonlinear unconstrained optimization problems. In this paper, we present a q-variant of the PRP (q-PRP) method for which both the sufficient and conjugacy conditions are satisfied at every iteration. The proposed method is convergent globally with standard Wolfe conditions and strong Wolfe conditions. The numerical results show that the proposed method is promising for a set of given test problems with different starting points. Moreover, the method reduces to the classical PRP method as the parameter q approaches 1. [ABSTRACT FROM AUTHOR]