Global Convergence of a Modified PRP Conjugate Gradient Method

Abstract

In this paper, we propose a modified PRP conjugate gradient method which develops a new formula for parameter and possesses the following properties: (1)the sufficient descent property holds without any line searches; (2)this method inherits an important property of Polak-Ribière-Polyak(PRP) method;(3)under some assumable conditions, the method is globally convergent. Preliminary numerical results show that this method is very efficient.