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A Conjugate Gradient Path Method without Line Search Technique for Unconstrained Optimization
WANG Jueyu 1 #,ZHU Detong 2 *
1.Department of Mathematics and Sciences, University of Normal, Shanghai 200234
2.Department of Business, University of Normal, Shanghai 200234
*Correspondence author
#Submitted by
Subject:
Funding: the Chinese Education Ministry Ph.D. Foundation (No.2009312711005), the National Natural Science Foundation (No.10871130)
Opened online:26 April 2012
Accepted by: none
Citation: WANG Jueyu,ZHU Detong.A Conjugate Gradient Path Method without Line Search Technique for Unconstrained Optimization[OL]. [26 April 2012] http://en.paper.edu.cn/en_releasepaper/content/4474920
 
 
In this paper, we propose a new approach via discrete conjugate gradient path for solving unconstrained optimization. The conjugate gradient path is obtained by constructing quadratic model of the objective function. The global convergence and local quadratic or superlinear convergence rate of the proposed algorithm are established under some reasonable conditions. Finally, the numerical results are reported to show the effectiveness of the proposed algorithm.
Keywords:Operations research and control theory; Conjugate Gradient Method; Unconstrained Optimization; Global Convergence; Nonmonotonic Technique.
 
 
 

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