A New Modified Three-Term Conjugate Gradient Method with Sufficient Descent Property and Its Global Convergence
Abstract
A new modified three-term conjugate gradient (CG) method is shown for solving the large scale optimization problems. The idea relates to the famous Polak-Ribière-Polyak (PRP) formula. As the numerator of PRP plays a vital role in numerical result and not having the jamming issue, PRP method is not globally convergent. So, for the new three-term CG method, the idea is to use the PRP numerator and combine it with any good CG formula’s denominator...
Paper Details
Title
A New Modified Three-Term Conjugate Gradient Method with Sufficient Descent Property and Its Global Convergence
Published Date
Jan 1, 2017
Journal
Volume
2017
Pages
1 - 12
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