A Quadratic Hybridization of Polak-RibiSre-Polyak and Fletcher-Reeves Conjugate Gradient Methods

被引:23
作者
Babaie-Kafaki, Saman [1 ,2 ]
机构
[1] Semnan Univ, Dept Math, Fac Math Stat & Comp Sci, Semnan, Iran
[2] Inst Res Fundamental Sci IPM, Sch Math, Tehran, Iran
关键词
Unconstrained optimization; Large-scale optimization; Conjugate gradient algorithm; Line search; Global convergence; GLOBAL CONVERGENCE; UNCONSTRAINED OPTIMIZATION; DESCENT PROPERTY; BFGS METHOD; ALGORITHM; MINIMIZATION;
D O I
10.1007/s10957-012-0016-7
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In order to take advantage of the attractive features of Polak-RibiSre-Polyak and Fletcher-Reeves conjugate gradient methods, two hybridizations of these methods are suggested, using a quadratic relaxation of a hybrid conjugate gradient parameter proposed by Gilbert and Nocedal. In the suggested methods, the hybridization parameter is computed based on a conjugacy condition. Under proper conditions, it is shown that the proposed methods are globally convergent for general objective functions. Numerical results are reported; they demonstrate the efficiency of one of the proposed methods in the sense of the performance profile introduced by Dolan and Mor,.
引用
收藏
页码:916 / 932
页数:17
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