A note on convergence of PRP method with new nonmonotone line search (Q979325)
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scientific article; zbMATH DE number 5726792
| Language | Label | Description | Also known as |
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| English | A note on convergence of PRP method with new nonmonotone line search |
scientific article; zbMATH DE number 5726792 |
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A note on convergence of PRP method with new nonmonotone line search (English)
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25 June 2010
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\textit{Z.-J. Shi} and \textit{J. Shen} [Appl. Math. Comput. 181, No.~1, 423--431 (2006; Zbl 1155.65352)] added a local Lipschitz constant in the step length at each iteration in their proposed Grippo-Lucidi-type step length rule of the PRP conjugate gradient method in solving an unconstrained optimization problem. The authors show that such constant can be dropped without destroying the convergence analysis.
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PRP conjugate gradient method
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Grippo-Lucidi-type step length rule
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convergence
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nonmonotone line search
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unconstrained optimization
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