A Symmetric PRP‐Type Method With a Restart Strategy and Its Global Convergence Without Lipschitz Condition
Kabiru Ahmed, Mohamad Afendee Mohamed, Mohammed A. Saleh, Sulaiman M. Ibrahim, Seyed Yaser Mousavi Siamakani, Abubakar Sani Halilu, Abdulgader Z. Almaymuni, Mohammed Yusuf Waziri
Source abstract
Poor convergence theory for general nonlinear functions is a known drawback of the traditional Polak–Ribiere–Polyak (PRP) method. A version of the scheme, which address this shortcoming, is the subject of this research. Unlike the classical PRP scheme, the modified version does not require the usual Lipschitz condition or a particular line search procedure for its global convergence analysis. Numerical results from experiments on constrained nonlinear systems and some compressive sensing problems show the effectiveness of the method.
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