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A New Conjugate Gradient Algorithm with Sufficient Descent Property for Unconstrained Optimization

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  • XiaoPing Wu
  • LiYing Liu
  • FengJie Xie
  • YongFei Li

Abstract

A new nonlinear conjugate gradient formula, which satisfies the sufficient descent condition, for solving unconstrained optimization problem is proposed. The global convergence of the algorithm is established under weak Wolfe line search. Some numerical experiments show that this new WWPNPRP + algorithm is competitive to the SWPPRP + algorithm, the SWPHS + algorithm, and the WWPDYHS + algorithm.

Suggested Citation

  • XiaoPing Wu & LiYing Liu & FengJie Xie & YongFei Li, 2015. "A New Conjugate Gradient Algorithm with Sufficient Descent Property for Unconstrained Optimization," Mathematical Problems in Engineering, Hindawi, vol. 2015, pages 1-8, October.
    • Handle: RePEc:hin:jnlmpe:352524
    DOI: 10.1155/2015/352524
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