A modified Hestenes-Stiefel conjugate gradient method with sufficient descent condition and conjugacy condition

被引:29
作者
Dong, Xiao Liang [1 ]
Liu, Hong Wei [1 ]
He, Yu Bo [2 ]
Yang, Xi Mei [3 ]
机构
[1] Xidian Univ, Sch Math & Stat, Xian 710126, Peoples R China
[2] Huaihua Univ, Dept Math & Appl Math, Huaihua 418008, Peoples R China
[3] Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Peoples R China
关键词
Hestenes-Stiefel conjugate gradient method; Sufficient descent condition; Adaptive conjugacy condition; Global convergence; Numerical comparison; GLOBAL CONVERGENCE PROPERTIES; ALGORITHMS; PERFORMANCE; PROPERTY; EQUATION;
D O I
10.1016/j.cam.2014.11.058
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, by taking a little modification to the Hestenes-Stiefel method, we propose a new way to construct descent directions satisfying the sufficient descent condition. Also, an adaptive conjugacy condition and a intrinsic self-restarting mechanism are revealed, a dynamical adjustment can be regarded as the inheritance and development of properties of standard Hestenes-Stiefel method. Furthermore, we establish global convergence for general nonconvex objective function under mild condition. Numerical results show that our presented methods can be efficient for solving large-scale test problems and therefore is promising. (C) 2014 Elsevier B.V. All rights reserved.
引用
收藏
页码:239 / 249
页数:11
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