New hyrid conjugate gradient method as a convex combination of HZ and CD methods

被引：0

作者：

Hamdi, Amira ^{[1
]}

Sellami, Badreddine ^{[1
]}

Belloufi, Mohammed ^{[1
]}

机构：

[1] Mohamed Cherif Messaadia Univ, Lab Informat & Math LiM, Souk Ahras, Algeria

来源：

ASIAN-EUROPEAN JOURNAL OF MATHEMATICS | 2021年 / 14卷 / 10期

关键词：

Unconstrained optimization; hybrid conjugate gradient method; global convergence; numerical results; UNCONSTRAINED OPTIMIZATION; ALGORITHM;

D O I：

10.1142/S1793557121501874

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, a new hybrid conjugate gradient algorithm is proposed for solving unconstrained optimization problems, the conjugate gradient parameter beta(k) is computed as a convex combination of beta(HZ)(k) and beta(CD)(k). Under the wolfe line search, we prove the sufficient descent and the global convergence. Numerical results are reported to show the effectiveness of our procedure.

引用

页数：10

共 18 条

[11] An unconstrained optimization reformulation for the Nash game [J].

Hou, Jian ;

Wen, Zong-Chuan ;

Chang, Qing .

JOURNAL OF INTERDISCIPLINARY MATHEMATICS, 2018, 21 (05) :1303-1307

[12] New hybrid conjugate gradient method for unconstrained optimization [J].

Liu, J. K. ;

Li, S. J. .

APPLIED MATHEMATICS AND COMPUTATION, 2014, 245 :36-43

[13] EFFICIENT GENERALIZED CONJUGATE-GRADIENT ALGORITHMS, .1. THEORY [J].

LIU, Y ;

STOREY, C .

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1991, 69 (01) :129-137

[14] A convergent modified HS-DY hybrid conjugate gradient method for unconstrained optimization problems [J].

Mtagulwa, Peter ;

Kaelo, P. .

JOURNAL OF INFORMATION & OPTIMIZATION SCIENCES, 2019, 40 (01) :97-113

[15]

Polyak B.T., 1969, USSR Comput. Math. Math. Phys, V9, P94

[16]

Ribire G., 1969, Revue Francaise dInformatique et de Recherche Oprationnelle, V16, P43

[17] CONVERGENCE CONDITIONS FOR ASCENT METHODS [J].

WOLFE, P .

SIAM REVIEW, 1969, 11 (02) :226-&

[18]

Zoutendijk G., 1970, Integer and nonlinear programming, P37

← 1 2 →