An improved PRP conjugate gradient method for optimization computation

The conjugate gradient method plays a very important role in several fields, to solve problems of large sizes. To improve the efficiency of this method, a lot of work has been done; in this paper, we propose a new modification of PRP method to solve a large scale unconstrained optimization problems in relation with strong Wolf Powell Line Search property, when the latter was used under some conditions, a global convergence result was proved. In comparison with other known methods the efficiency of this method proved that it is better in the number of iterations and in time on ۹۰ proposed problems by use of Matlab.

کلیدواژه ها:

Unconstrained optimization ، Conjugate gradient method ، strong wolfe line search ، Numerical comparisons