Numerical Algorithms

, Volume 59, Issue 1, pp 79–93

Global convergence of a modified Hestenes-Stiefel nonlinear conjugate gradient method with Armijo line search

Original Paper

Abstract

In this article, based on the modified secant equation, we propose a modified Hestenes-Stiefel (HS) conjugate gradient method which has similar form as the CG-DESCENT method proposed by Hager and Zhang (SIAM J Optim 16:170–192, 2005). The presented method can generate sufficient descent directions without any line search. Under some mild conditions, we show that it is globally convergent with Armijo line search. Moreover, the R-linear convergence rate of the modified HS method is established. Preliminary numerical results show that the proposed method is promising, and competitive with the well-known CG-DESCENT method.

Keywords

Unconstrained optimization Conjugate gradient method Sufficient descent property R-linear convergence Global convergence 

Mathematics Subject Classifications (2010)

90C30 65K05 

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Copyright information

© Springer Science+Business Media, LLC. 2011

Authors and Affiliations

  1. 1.College of Mathematics and Computational ScienceChangsha University of Science and TechnologyChangshaChina
  2. 2.School of Econometrics and ManagementChangsha University of Science and TechnologyChangshaChina

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