TITLE:
A hybrid conjugate gradient method for optimization problems
AUTHORS:
Xiangrong Li, Xupei Zhao
KEYWORDS:
Line Search; Unconstrained Optimization; Conjugate Gradient Method; Global Convergence
JOURNAL NAME:
Natural Science,
Vol.3 No.1,
January
29,
2011
ABSTRACT: A hybrid method of the Polak-Ribière-Polyak (PRP) method and the Wei-Yao-Liu (WYL) method is proposed for unconstrained optimization pro- blems, which possesses the following properties: i) This method inherits an important property of the well known PRP method: the tendency to turn towards the steepest descent direction if a small step is generated away from the solution, preventing a sequence of tiny steps from happening; ii) The scalar holds automatically; iii) The global convergence with some line search rule is established for nonconvex functions. Numerical results show that the method is effective for the test problems.