Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1

Chinese Journal of Engineering Mathematics ›› 2015, Vol. 32 ›› Issue (3): 381-390.doi: 10.3969/j.issn.1005-3085.2015.03.007

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A Class of Modified Conjugate Gradient Methods with Zhang H. C. Non-monotone Rule

CHEN Ying-mei,   SUN Qing-ying   

  1. College of Science, China University of Petroleum (Huadong), Qingdao 266580
  • Received:2013-10-25 Accepted:2014-10-09 Online:2015-06-15 Published:2015-08-15
  • Supported by:
    The National Natural Science Foundation of China (61201455; 61170319).

Abstract:

Based on the RMFI conjugate gradient method and the Zhang H.C. non-monotone line search method, a new kind of conjugate gradient methods for solving large scale unconstrained optimization problems is presented. Under mild conditions, the proposed method with the Zhang H.C. line search method converges globally. Numerical results show that the new method is more efficient when compared with the RMFI method with the Zhang H.C. rule. In addition, we extend the Zhang H.C. non-monotone line search method by utilizing the forcing function, and theoretically, we have proved the new conjugate gradient methods' global convergence with the extended model. 

Key words: non-monotone linear search, conjugate gradient method, conjugate gradient coefficient, global convergence

CLC Number: