A new algorithm of nonlinear conjugate gradient method with strong convergence
The nonlinear conjugate gradient method is a very useful technique for solving large scale minimization problems and has wide applications in many fields. In this paper, we present a new algorithm of nonlinear conjugate gradient method with strong convergence for unconstrained minimization problems. The new algorithm can generate an adequate trust region radius automatically at each iteration and has global convergence and linear convergence rate under some mild conditions. Numerical results show that the new algorithm is efficient in practical computation and superior to other similar methods in many situations.
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| Main Authors: | , |
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| Format: | Digital revista |
| Language: | English |
| Published: |
Sociedade Brasileira de Matemática Aplicada e Computacional
2008
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| Online Access: | http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022008000100006 |
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