Another hybrid conjugate gradient method as a convex combination of WYL and CD methods

被引:1
作者
Guefassa, Imane [1 ]
Chaib, Yacine [1 ]
Bechouat, Tahar [1 ]
机构
[1] Mohamed Cherif Messaadia Univ, Lab Informat & Math LIM, Souk Ahras 41000, Algeria
来源
MONTE CARLO METHODS AND APPLICATIONS | 2024年 / 30卷 / 03期
关键词
Hybrid conjugate gradient method; line search; sufficient descent condition; global convergence; numerical comparisons; mode function; kernel estimator; CONVERGENCE PROPERTIES; ALGORITHM; MODE;
D O I
10.1515/mcma-2024-2007
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Conjugate gradient (CG) methods are a popular class of iterative methods for solving linear systems of equations and nonlinear optimization problems. In this paper, a new hybrid conjugate gradient (CG) method is presented and analyzed for solving unconstrained optimization problems, where the parameter beta k \beta_{k} is a convex combination of beta k WYL \beta_{k}<^>{\mathrm{WYL}} and beta k CD \beta_{k}<^>{\mathrm{CD}} . Under the strong Wolfe line search, the new method possesses the sufficient descent condition and the global convergence properties. The preliminary numerical results show the efficiency of our method in comparison with other CG methods. Furthermore, the proposed algorithm HWYLCD was extended to solve the problem of a mode function.
引用
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页码:225 / 234
页数:10
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