2008•Journal of Guilin University of Electronic TechnologyRequires access

A conjugate gradient method with sufficient descent property

Duan Fu-jian

Abstract

The conjugate gradient method is an important method for optimization problems.It is suitable for large scale optimization problems and wide application.A new conjugate gradient method is presented based on the modified search direction.In each iteration,the sufficient descent propeity of search direction is assured.The global convergence of this method with the weak Wolfe line search rule and numerical results are reported.

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Key concepts: Conjugate gradient method, Nonlinear conjugate gradient method, Conjugate residual method, Derivation of the conjugate gradient method, Gradient descent, Line search, Descent (aeronautics), Gradient method