TITLE:
Modified LS Method for Unconstrained Optimization
AUTHORS:
Jinkui Liu, Li Zheng
KEYWORDS:
Unconstrained Optimization, Conjugate Gradient Method, Grippo-Lucidi Line Search, Global Convergence
JOURNAL NAME:
Applied Mathematics,
Vol.2 No.6,
June
22,
2011
ABSTRACT: In this paper, a new conjugate gradient formula and its algorithm for solving unconstrained optimization problems are proposed. The given formula satisfies with satisfying the descent condition. Under the Grippo-Lucidi line search, the global convergence property of the given method is discussed. The numerical results show that the new method is efficient for the given test problems.