On optimality of two adaptive choices for the parameter of Dai-Liao method

被引:10
作者
Babaie-Kafaki, Saman [1 ]
机构
[1] Semnan Univ, Dept Math, Fac Math Stat & Comp Sci, POB 35195-363, Semnan, Iran
关键词
Unconstrained optimization; Large-scale optimization; Conjugate gradient method; Orthonormal matrix; Condition number; CONJUGATE-GRADIENT METHOD; DESCENT; ALGORITHM;
D O I
10.1007/s11590-015-0965-5
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
Orthonormal matrices are a class of well-conditioned matrices with the least spectral condition number. Here, at first it is shown that a recently proposed choice for parameter of the Dai-Liao nonlinear conjugate gradient method makes the search direction matrix as close as possible to an orthonormal matrix in the Frobenius norm. Then, conducting a brief singular value analysis, it is shown that another recently proposed choice for the Dai-Liao parameter improves spectral condition number of the search direction matrix. Thus, theoretical justifications of the two choices for the Dai-Liao parameter are enhanced. Finally, some comparative numerical results are reported.
引用
收藏
页码:1789 / 1797
页数:9
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