A NEW HYBRID CG METHOD AS CONVEX COMBINATION

被引：2

作者：

Hallal, Amina ^{[1
]}

Belloufi, Mohammed ^{[1
]}

Sellami, Badreddine ^{[1
]}

机构：

[1] Mohamed Cher Messaadia Univ, Dept Informat & Math, Souk Ahras 41000, Algeria

来源：

MATHEMATICAL FOUNDATIONS OF COMPUTING | 2024年 / 7卷 / 04期

关键词：

Unconstrained optimization; hybrid conjugate gradient method; glob-ale convergence; numerical results; CONJUGATE-GRADIENT METHOD; PRP; FR; LS;

D O I：

10.3934/mfc.2023028

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

Conjugate gradient methods are among the most efficient methods for solving optimization models. In this paper, a newly proposed conjugate gradient method is proposed for solving optimization problems as a convex combination of the Harger-Zhan and Dai-Yaun nonlinear conjugate gradient methods, which is capable of producing the sufficient descent condition with global convergence properties under the strong Wolfe conditions. The numerical results demonstrate the efficiency of the proposed method with some benchmark problems.

引用

页码：522 / 530

页数：9

共 19 条

[1] Andrei N., 2008, Adv. Model. Optim., V10, P147
[2] Another hybrid conjugate gradient algorithm for unconstrained optimization
Andrei, Neculai
[J]. NUMERICAL ALGORITHMS, 2008, 47 (02) : 143 - 156
[3] A nonlinear conjugate gradient method with a strong global convergence property
Dai, YH
Yuan, Y
[J]. SIAM JOURNAL ON OPTIMIZATION, 1999, 10 (01) : 177 - 182
[4] BEHAVIOR OF THE COMBINATION OF PRP AND HZ METHODS FOR UNCONSTRAINED OPTIMIZATION
Delladji, Sarra
Belloufi, Mohammed
Sellami, Badreddine
[J]. NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION, 2021, 11 (03): : 377 - 389
[5] NEW HYBRID CONJUGATE GRADIENT METHOD AS A CONVEX COMBINATION OF LS AND FR METHODS
Djordjevic, Snezana S.
[J]. ACTA MATHEMATICA SCIENTIA, 2019, 39 (01) : 214 - 228
[6] New Hybrid Conjugate Gradient Method as a Convex Combination of LS and CD methods
Djordjevic, Snezana S.
[J]. FILOMAT, 2017, 31 (06) : 1813 - 1825
[7] New Hybrid Conjugate Gradient Method as a Convex Combination of FR and PRP Methods
Djordjevic, Snezana S.
[J]. FILOMAT, 2016, 30 (11) : 3083 - 3100
[8] Benchmarking optimization software with performance profiles
Dolan, ED
Moré, JJ
[J]. MATHEMATICAL PROGRAMMING, 2002, 91 (02) : 201 - 213
[9] FUNCTION MINIMIZATION BY CONJUGATE GRADIENTS
FLETCHER, R
REEVES, CM
[J]. COMPUTER JOURNAL, 1964, 7 (02) : 149 - &
[10] Hager W.W., 2006, Pac. J. Optim., V2, P35, DOI DOI 10.1006/JSCO.1995.1040

← 1 2 →