An efficient modified Polak-Ribiere-Polyak conjugate gradient method with global convergence properties

被引：22

作者：

Alhawarat, Ahmad ^{[1
,2
]}

Salleh, Zabidin ^{[1
]}

Mamat, Mustafa ^{[3
]}

Rivaie, Mohd ^{[4
]}

机构：

[1] Univ Malaysia Terengganu, Sch Informat & Appl Math, Kuala Terengganu 21030, Terengganu, Malaysia

[2] Isra Univ, Coll Sci, Dept Math, Amman, Jordan

[3] Univ Sultan Zainal Abidin, Fac Informat & Comp, Kuala Terengganu, Malaysia

[4] Univ Technol MARA UITM Terengganu, Dept Comp Sci & Math, Campus Kuala Terengganu, Kuala Terengganu, Malaysia

来源：

OPTIMIZATION METHODS & SOFTWARE | 2017年 / 32卷 / 06期

关键词：

conjugate gradient method; inexact line search; global convergence; LARGE-SCALE OPTIMIZATION; UNCONSTRAINED OPTIMIZATION; DESCENT PROPERTY; LINE SEARCH; MINIMIZATION; ALGORITHM;

D O I：

10.1080/10556788.2016.1266354

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

The conjugate gradient (CG) method is one of the most popular methods for solving large-scale unconstrained optimization problems. In this paper, a new modified version of the CG formula that was introduced by Polak, Ribiere, and Polyak is proposed for problems that are bounded below and have a Lipschitz-continuous gradient. The new parameter provides global convergence properties when the strong Wolfe-Powell (SWP) line search or the weak Wolfe-Powell (WWP) line search is employed. A proof of a sufficient descent condition is provided for the SWP line search. Numerical comparisons between the proposed parameter and other recent CG modifications are made on a set of standard unconstrained optimization problems. The numerical results demonstrate the efficiency of the proposed CG parameter compared with the other CG parameters.

引用

页码：1299 / 1312

页数：14

共 22 条

[1] A family of three-term conjugate gradient methods with sufficient descent property for unconstrained optimization [J].