Global Convergence of a Modified PRP Conjugate Gradient Method
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Abstract
In our report, a modified PRP conjugate gradient method was proposed, which develops a new formula for parameter and possesses the following properties: (1) the sufficient descent property holds without any line searches; (2) the method inherits an important property of Polak Ribière Polyak(PRP) method; (3) the method is globally convergent under some assumable conditions. Preliminary numerical results showed that this method was very efficient.
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