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Global convergence of modified Polak-Ribière-Polyak conjugate gradient methods with sufficient descent property

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  • In this paper, we proposed two modified PRP conjugate gradient methods. It is a interesting feature that these new methods possess the sufficient descent property without assuming any line search condition and reduce to the standard PRP method when exact line search is used. Under some reasonable conditions, the global convergence is achieved for these methods. Preliminary numerical results show that these methods are efficient.
    Mathematics Subject Classification: Primary: 65K05, 90C30; Secondary: 49M37.


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