GLOBAL CONVERGENCE OF A MODIFIED LIU-STOREY CONJUGATE GRADIENT METHOD

被引:0
作者
Li, Min [1 ]
Chen, Yu [1 ]
Qu, Ai-Ping [1 ]
机构
[1] Huaihua Univ, Dept Math & Appl Math, Huaihua 418008, Peoples R China
来源
UNIVERSITY POLITEHNICA OF BUCHAREST SCIENTIFIC BULLETIN-SERIES A-APPLIED MATHEMATICS AND PHYSICS | 2012年 / 74卷 / 02期
关键词
LS conjugate gradient method; Sufficient descent property; Global convergence; ASCENT METHODS; LINE SEARCH; MINIMIZATION;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper(4), we make a modification to the LS conjugate gradient method and propose a descent LS method. The method can generates sufficient descent direction for the objective function. We prove that the method is globally convergent with an Armijo-type line search. Moreover, under mild conditions, we show that the method is globally convergent if the Armijo line search or the Wolfe line search is used. The numerical results show that the proposed methods are efficient
引用
收藏
页码:11 / 26
页数:16
相关论文
共 19 条
[1]  
[Anonymous], 1970, INTEGER NONLINEAR PR
[2]   CUTE - CONSTRAINED AND UNCONSTRAINED TESTING ENVIRONMENT [J].
BONGARTZ, I ;
CONN, AR ;
GOULD, N ;
TOINT, PL .
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE, 1995, 21 (01) :123-160
[3]   A nonlinear conjugate gradient method with a strong global convergence property [J].
Dai, YH ;
Yuan, Y .
SIAM JOURNAL ON OPTIMIZATION, 1999, 10 (01) :177-182
[4]   Benchmarking optimization software with performance profiles [J].
Dolan, ED ;
Moré, JJ .
MATHEMATICAL PROGRAMMING, 2002, 91 (02) :201-213
[5]   FUNCTION MINIMIZATION BY CONJUGATE GRADIENTS [J].
FLETCHER, R ;
REEVES, CM .
COMPUTER JOURNAL, 1964, 7 (02) :149-&
[6]  
Fletcher R., 1987, PRACTICAL METHOD OPT, V1
[7]   GLOBAL CONVERGENCE PROPERTIES OF CONJUGATE GRADIENT METHODS FOR OPTIMIZATION [J].
Gilbert, Jean Charles ;
Nocedal, Jorge .
SIAM JOURNAL ON OPTIMIZATION, 1992, 2 (01) :21-42
[8]  
Hager W.W., 2006, Pac. J. Optim., V2, P35
[9]   A new conjugate gradient method with guaranteed descent and an efficient line search [J].
Hager, WW ;
Zhang, HC .
SIAM JOURNAL ON OPTIMIZATION, 2005, 16 (01) :170-192
[10]   METHODS OF CONJUGATE GRADIENTS FOR SOLVING LINEAR SYSTEMS [J].
HESTENES, MR ;
STIEFEL, E .
JOURNAL OF RESEARCH OF THE NATIONAL BUREAU OF STANDARDS, 1952, 49 (06) :409-436