IJPAM: Volume 51, No. 2 (2009)
CONVERGENCE OF LIU-STOREY CONJUGATE METHOD
WITH NONMONOTONE ARMIJO LINE SEARCH
WITH NONMONOTONE ARMIJO LINE SEARCH
Zhijun Luo
, Zhibin Zhu
Department of Mathematics and Applied Mathematics
Technological Institute of Hunan
Loudi, 417000, P.R. CHINA
e-mail: ldlzj123@163.com
School of Computing Science and Mathematics
Guilin University of Electronic Technology
Guilin, 541004, P.R. CHINA
, Zhibin Zhu
Department of Mathematics and Applied Mathematics
Technological Institute of Hunan
Loudi, 417000, P.R. CHINA
e-mail: ldlzj123@163.com
School of Computing Science and Mathematics
Guilin University of Electronic Technology
Guilin, 541004, P.R. CHINA
Abstract.In this paper, we develop a new nonmonotone Armijo-type line search for LS (Liu-Storey) conjugate gradient method for minimizing functions having Lipschitz continuous partial derivatives. The nonmonotone line search can guarantee the global convergence of original LS method under some mild conditions.
Received: January 21, 2009
AMS Subject Classification: 90C30, 65K05
Key Words and Phrases: unconstrained optimization, Liu-Storey conjugate gradient, nonmonotone Armijo-type line search, global convergence
Source: International Journal of Pure and Applied Mathematics
ISSN: 1311-8080
Year: 2009
Volume: 51
Issue: 2