A descent family of Dai-Liao conjugate gradient methods

被引:88
作者
Babaie-Kafaki, Saman [1 ,2 ]
Ghanbari, Reza [3 ]
机构
[1] Semnan Univ, Dept Math, Fac Math Stat & Comp Sci, Semnan, Iran
[2] Inst Res Fundamental Sci IPM, Sch Math, Tehran, Iran
[3] Ferdowsi Univ Mashhad, Fac Math Sci, Mashhad, Iran
关键词
unconstrained optimization; large-scale optimization; conjugate gradient algorithm; descent condition; global convergence; QUASI-NEWTON METHODS; GLOBAL CONVERGENCE PROPERTIES; BFGS METHOD; ALGORITHM; PERFORMANCE;
D O I
10.1080/10556788.2013.833199
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
Based on an eigenvalue study, a descent class of Dai-Liao conjugate gradient methods is proposed. An interesting feature of the proposed class is its inclusion of the efficient nonlinear conjugate gradient methods proposed by Hager and Zhang, and Dai and Kou, as special cases. It is shown that the methods of the suggested class are globally convergent for uniformly convex objective functions. Numerical results are reported, they demonstrate the efficiency of the proposed methods in the sense of the performance profile introduced by Dolan and More.
引用
收藏
页码:583 / 591
页数:9
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