A class of one parameter conjugate gradient methods

被引：1
作者：
Yao, Shengwei [1 ]
Lu, Xiwen [2 ]
Ning, Liangshuo [1 ]
Li, Feifei [1 ]
机构：
[1] Guangxi Univ Finance & Econ, Sch Informat & Stat, Nanning 530003, Peoples R China
[2] E China Univ Sci & Technol, Sch Sci, Shanghai 200237, Peoples R China
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2015年 / 265卷
关键词：
Unconstrained optimization; Continuous optimization; Conjugate gradient method; Global convergence; Wolfe line search; CONVERGENCE PROPERTIES; DESCENT;
D O I：
10.1016/j.amc.2015.05.115
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
This paper proposes a class of one parameter conjugate gradient methods, which can be regarded as some kinds of convex combinations of some modified form of PRP and HS methods. The scalar beta(k) has the form of phi(k)/phi(k-1) mu(k). The convergence of the given methods is analyzed by some unified tools which show the global convergence of the proposed methods. Numerical experiments with the CUTE collections show that the proposed methods are promising. (C) 2015 Elsevier Inc. All rights reserved.
引用
收藏
页码：708 / 722
页数：15
相关论文
共 38 条
  • [1] [Anonymous], 1987, Unconstrained Optimization: Practical Methods of Optimization
  • [2] Two new conjugate gradient methods based on modified secant equations
    Babaie-Kafaki, Saman
    Ghanbari, Reza
    Mandavi-Amiri, Nezam
    [J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2010, 234 (05) : 1374 - 1386
  • [3] CUTE - CONSTRAINED AND UNCONSTRAINED TESTING ENVIRONMENT
    BONGARTZ, I
    CONN, AR
    GOULD, N
    TOINT, PL
    [J]. ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE, 1995, 21 (01): : 123 - 160
  • [4] Broyden C.G., 1970, IMA J APPL MATH, V6, P76, DOI [10.1093/imamat/6.1.76, DOI 10.1093/IMAMAT/6.1.76]
  • [5] GLOBAL CONVERGENCE OF A CLASS OF QUASI-NEWTON METHODS ON CONVEX PROBLEMS
    BYRD, RH
    NOCEDAL, J
    YUAN, YX
    [J]. SIAM JOURNAL ON NUMERICAL ANALYSIS, 1987, 24 (05) : 1171 - 1190
  • [6] Further insight into the convergence of the Fletcher-Reeves method
    Dai, YH
    [J]. SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY, 1999, 42 (09): : 905 - 916
  • [7] Dai YH, 2003, J COMPUT MATH, V21, P311
  • [8] A class of globally convergent conjugate gradient methods
    Dai, YH
    Yuan, YX
    [J]. SCIENCE IN CHINA SERIES A-MATHEMATICS, 2003, 46 (02): : 251 - 261
  • [9] New conjugacy conditions and related nonlinear conjugate gradient methods
    Dai, YH
    Liao, LZ
    [J]. APPLIED MATHEMATICS AND OPTIMIZATION, 2001, 43 (01) : 87 - 101
  • [10] 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
1234