Efficient one-parameter family of conjugate gradient methods

被引:0
作者
Khelladi, Samia [1 ]
Benterki, Djamel [1 ]
机构
[1] Univ Setif 1, Fac Sci, Lab Fundamental & Numer Math LMFN, Ferhat Abbas 19000, Algeria
关键词
Unconstrained optimization; Global convergence; Conjugate gradient methods; Line search; CONVERGENCE;
D O I
10.47974/JIOS-1354
中图分类号
G25 [图书馆学、图书馆事业]; G35 [情报学、情报工作];
学科分类号
1205 ; 120501 ;
摘要
We present an efficient one-parameter family of conjugate gradient methods for unconstrained optimization problems. These methods are defined using a combination of the Polak-Ribiere-Polyak method and the Rivaie-Mustafa-Ismail-Leong method. We prove the global convergence based on the Wolfe line search for nonlinear objective functions. Finally, we give some numerical experiments, proving the efficiency of the proposed approach.
引用
收藏
页码:699 / 715
页数:17
相关论文
共 22 条
[1]  
Andrei N., 2008, ADV MODEL OPTIM, V10, P147, DOI [DOI 10.1002/ADEM.200890003, DOI 10.1021/ES702781X]
[2]   A class of globally convergent conjugate gradient methods [J].
Dai, YH ;
Yuan, YX .
SCIENCE IN CHINA SERIES A-MATHEMATICS, 2003, 46 (02) :251-261
[3]   An efficient hybrid conjugate gradient method for unconstrained optimization [J].
Dai, YH ;
Yuan, Y .
ANNALS OF OPERATIONS RESEARCH, 2001, 103 (1-4) :33-47
[4]   New conjugacy conditions and related nonlinear conjugate gradient methods [J].
Dai, YH ;
Liao, LZ .
APPLIED MATHEMATICS AND OPTIMIZATION, 2001, 43 (01) :87-101
[5]   A nonlinear conjugate gradient method with a strong global convergence property [J].
Dai, YH ;
Yuan, Y .
SIAM JOURNAL ON OPTIMIZATION, 1999, 10 (01) :177-182
[6]   New hybrid conjugate gradient method as a convex combination of FR and BA methods [J].
Delladji, Sarra ;
Belloufi, Mohammed ;
Sellami, Badreddine .
JOURNAL OF INFORMATION & OPTIMIZATION SCIENCES, 2021, 42 (03) :591-602
[7]  
Dingguo Pu, 1990, Annals of Operations Research, V24, P175
[8]   FUNCTION MINIMIZATION BY CONJUGATE GRADIENTS [J].
FLETCHER, R ;
REEVES, CM .
COMPUTER JOURNAL, 1964, 7 (02) :149-&
[9]  
FLETCHER R, 1987, PRACTICAL METHODS OP
[10]   GLOBAL CONVERGENCE PROPERTIES OF CONJUGATE GRADIENT METHODS FOR OPTIMIZATION [J].
Gilbert, Jean Charles ;
Nocedal, Jorge .
SIAM JOURNAL ON OPTIMIZATION, 1992, 2 (01) :21-42