Global convergence property with inexact line search for a new conjugate gradient method

被引:0
|
作者
Ben Hanachi, Sabrina [1 ]
Sellami, Badreddine [1 ]
Belloufi, Mohammed [1 ]
机构
[1] Univ Mohamed Cherif Messaadia, Dept Math & Comp Sci, Souk Ahras, Algeria
来源
INTERNATIONAL JOURNAL OF OPTIMIZATION AND CONTROL-THEORIES & APPLICATIONS-IJOCTA | 2025年 / 15卷 / 01期
关键词
Nonlinear unconstrained optimization; Conjugate gradient; Line search; Global convergence; SOLVING UNCONSTRAINED OPTIMIZATION; CONVEX COMBINATION; ALGORITHM; PRP; FR;
D O I
10.36922/ijocta.1543
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
To develop new conjugate gradient (CG) methods that are both theoretically robust and practically effective for solving unconstrained optimization problems, we propose novel hybrid conjugate gradient algorithms. In these algorithms, the scale parameter /3k is defined as a convex combination of /3HZ k (from Hager and Zhang's method) and /3kBA (from Al-Bayati and Al-Assady's method). In one hybrid algorithm, the parameter in the convex combination is determined to satisfy the conjugacy condition, independent of the line search.In the other algorithm, the parameter is computed to ensure that the conjugate gradient direction aligns with the Newton direction. Under certain conditions, the proposed methods guarantee a sufficient descent at each iteration and exhibit global convergence properties. Furthermore, numerical results demonstrate that the hybrid computational scheme based on the conjugacy condition is efficient and performs favorably compared to some well-known algorithms.
引用
收藏
页码:25 / 34
页数:10
相关论文
共 50 条
  • [1] Some global convergence properties of the Wei-Yao-Liu conjugate gradient method with inexact line search
    Lu, Sha
    Wei, Zengxin
    Mo, Liliu
    APPLIED MATHEMATICS AND COMPUTATION, 2011, 217 (17) : 7132 - 7137
  • [2] A New Conjugate Gradient Method and Its Global Convergence under the Exact Line Search
    Omer, Osman
    Rivaie, Mohd
    Mamat, Mustafa
    Abdalla, Awad
    INTERNATIONAL CONFERENCE ON QUANTITATIVE SCIENCES AND ITS APPLICATIONS (ICOQSIA 2014), 2014, 1635 : 639 - 646
  • [3] The convergence of conjugate gradient method with nonmonotone line search
    Shi, Zhen-Jun
    Wang, Shengquan
    Xu, Zhiwei
    APPLIED MATHEMATICS AND COMPUTATION, 2010, 217 (05) : 1921 - 1932
  • [4] Global Convergence of the Conjugate Descent Method Under a kind of Inexact Line Search Conditions
    XU Ze-shui Institute of Sciences
    Journal of Systems Science and Systems Engineering, 2002, (01) : 1 - 5
  • [5] Global Convergence of Conjugate Gradient Methods without Line Search
    Cuiling CHEN
    Yu CHEN
    Journal of Mathematical Research with Applications, 2018, 38 (05) : 541 - 550
  • [6] GLOBAL CONVERGENCE PROPERTIES OF THREE-TERM CONJUGATE GRADIENT METHOD WITH NEW-TYPE LINE SEARCH
    WANG Changyu(Institute of Operations Research
    Journal of Systems Science and Complexity, 2004, (03) : 412 - 420
  • [7] Global convergence of three-term conjugate gradient methods on general functions under a new inexact line search strategy
    Dehmiry, Alireza Hosseini
    Kargarfard, Maryam
    ENGINEERING OPTIMIZATION, 2024, 56 (02) : 240 - 251
  • [8] Global convergence of a modified Fletcher-Reeves conjugate gradient method with Wolfe line search
    Sellami, Badreddine
    Sellami, Mohamed Chiheb Eddine
    ASIAN-EUROPEAN JOURNAL OF MATHEMATICS, 2020, 13 (04)
  • [9] The R-convergence Rate of MDY Conjugate Gradient Method with Inexact Line Search for Unconstrained Optimization
    Sun, Zhongbo
    Xu, Chunling
    Gao, Haiyin
    2013 25TH CHINESE CONTROL AND DECISION CONFERENCE (CCDC), 2013, : 4542 - 4547
  • [10] The Global Convergence of a New Spectral Conjugate Gradient Method
    Zeng, W. Q.
    Liu, H. L.
    PROCEEDINGS OF THE 2015 INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND INDUSTRIAL ENGINEERING (AIIE 2015), 2015, 123 : 484 - 487