A class of improved conjugate gradient methods for nonconvex unconstrained optimization

被引:6
作者
Hu, Qingjie [1 ,2 ,4 ]
Zhang, Hongrun [1 ,2 ]
Zhou, Zhijuan [1 ,2 ]
Chen, Yu [3 ]
机构
[1] Guilin Univ Elect Technol, Guangxi Coll & Univ Key Lab Data Anal & Computat, Guilin, Peoples R China
[2] Guilin Univ Elect Technol, Sch Math & Comp Sci, Guilin, Peoples R China
[3] Guangxi Normal Univ, Sch Math & Stat, Guilin, Peoples R China
[4] Guilin Univ Elect Technol, Sch Math & Comp Sci, Guilin 541004, Peoples R China
基金
中国国家自然科学基金;
关键词
Armijo line search; global convergence; nonconvex unconstrained optimization; sufficient descent condition; Wolfe line search; TRUST REGION METHOD; ALGORITHM; DESCENT; COEFFICIENTS;
D O I
10.1002/nla.2482
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, based on a new class of conjugate gradient methods which are proposed by Rivaie, Dai and Omer et al. we propose a class of improved conjugate gradient methods for nonconvex unconstrained optimization. Different from the above methods, our methods possess the following properties: (i) the search direction always satisfies the sufficient descent condition independent of any line search; (ii) these approaches are globally convergent with the standard Wolfe line search or standard Armijo line search without any convexity assumption. Moreover, our numerical results also demonstrated the efficiencies of the proposed methods.
引用
收藏
页数:18
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