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Two New PRP Conjugate Gradient Algorithms for Minimization Optimization Models

Two new PRP conjugate Algorithms are proposed in this paper based on two modified PRP conjugate gradient methods: the first algorithm is proposed for solving unconstrained optimization problems, and the second algorithm is proposed for solving nonlinear equations. The first method contains two aspec...

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Detalles Bibliográficos
Autores principales: Yuan, Gonglin, Duan, Xiabin, Liu, Wenjie, Wang, Xiaoliang, Cui, Zengru, Sheng, Zhou
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2015
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4621041/
https://www.ncbi.nlm.nih.gov/pubmed/26502409
http://dx.doi.org/10.1371/journal.pone.0140071
Descripción
Sumario:Two new PRP conjugate Algorithms are proposed in this paper based on two modified PRP conjugate gradient methods: the first algorithm is proposed for solving unconstrained optimization problems, and the second algorithm is proposed for solving nonlinear equations. The first method contains two aspects of information: function value and gradient value. The two methods both possess some good properties, as follows: 1)β (k) ≥ 0 2) the search direction has the trust region property without the use of any line search method 3) the search direction has sufficient descent property without the use of any line search method. Under some suitable conditions, we establish the global convergence of the two algorithms. We conduct numerical experiments to evaluate our algorithms. The numerical results indicate that the first algorithm is effective and competitive for solving unconstrained optimization problems and that the second algorithm is effective for solving large-scale nonlinear equations.