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| In this paper, by the use of the project of the PRP (Polak-Ribi秂re-Polyak) conjugate
gradient direction, we develop a PRP based descent method for solving unconstrained optimization problem. The method provides a sufficiently descent direction for the objective function. Moreover, if exact line search is used, the method reduces to the standard PRP method. Under suitable conditions, we show that the method with some backtracking line search or the generalized Wolfe-type line search is globally convergent. We also report some numerical results and compare the performance of the method with some existing conjugate gradient methods. The results show that the proposed method is efficient. |
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| Keywords:unconstrained optimization, PRP method, global convergence |
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