IJPAM: Volume 71, No. 3 (2011)

CONVERGENCE OF DAI-YUAN CONJUGATE METHOD
WITH GENERAL WOLFE LINE SEARCH

Zhijun Luo$^1$, Jian Xie$^2$, Rong Xiong$^3$
Department of Mathematics and Applied Mathematics
Humanities and Science and Technology Institute of Hunan
Loudi, 417000, P.R. CHINA


Abstract. Conjugate gradient method is a method for solving nonlinear optimization problems. In this paper, we develop a new general Wolfe line search for DY(Dai-Yuan) conjugate gradient method. Under some mild conditions, the general Wolfe line search can guarantee the global convergence of original DY method.

Received: October 10, 2010

AMS Subject Classification: 90C30, 65K05

Key Words and Phrases: unconstrained optimization, DY conjugate gradient method, Wolfe line search, global convergence

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Source: International Journal of Pure and Applied Mathematics
ISSN printed version: 1311-8080
ISSN on-line version: 1314-3395
Year: 2011
Volume: 71
Issue: 3