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A Modified Conjugacy Condition and Related Nonlinear Conjugate Gradient Method

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  • Shengwei Yao
  • Xiwen Lu
  • Bin Qin

Abstract

The conjugate gradient (CG) method has played a special role in solving large-scale nonlinear optimization problems due to the simplicity of their very low memory requirements. In this paper, we propose a new conjugacy condition which is similar to Dai-Liao (2001). Based on this condition, the related nonlinear conjugate gradient method is given. With some mild conditions, the given method is globally convergent under the strong Wolfe-Powell line search for general functions. The numerical experiments show that the proposed method is very robust and efficient.

Suggested Citation

  • Shengwei Yao & Xiwen Lu & Bin Qin, 2014. "A Modified Conjugacy Condition and Related Nonlinear Conjugate Gradient Method," Mathematical Problems in Engineering, Hindawi, vol. 2014, pages 1-9, March.
  • Handle: RePEc:hin:jnlmpe:710376
    DOI: 10.1155/2014/710376
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