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A new class of Conjugate Gradient Methods with extended Nonmonotone Line Search |
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PP: 147S-154S |
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Author(s) |
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Hailin Liu,
Xiaoyong Li,
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Abstract |
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| In this paper, we propose a new nonlinear conjugate gradient method for large-scale unconstrain optimization which possesses the following properties:(i)the sufficient descent condition −gT k dk 78 kgkk2 holds without any line searches;(ii)With exact line search, this method reduces to a nonlinear version of the Liu-Storey conjugate gradient scheme.(iii)Under some assumption, global
convergence of this method is proved with a new nonmonotone line search.Preliminary numerical results show that this method is very
efficient.
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