A Modified Spectral Conjugate Gradient Method with Global Convergence

被引:35
作者
Faramarzi, Parvaneh [1 ]
Amini, Keyvan [1 ]
机构
[1] Razi Univ, Math, Fac Sci, Kermanshah, Iran
关键词
Global convergence; Sufficient descent property; Unconstrained optimization; Spectral conjugate gradient; Modified secant condition; DESCENT PROPERTY; ALGORITHM; MINIMIZATION;
D O I
10.1007/s10957-019-01527-6
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
In this paper, a modified version of the spectral conjugate gradient algorithm suggested by Jian, Chen, Jiang, Zeng and Yin is proposed. It is proved that the new method is globally convergent for general nonlinear functions, under some standard assumptions. Based on the modified secant condition and quasi-Newton directions, some new spectral parameters are introduced. It is shown that the search direction satisfies the sufficient descent property independent of the line search. Numerical experiments indicate a promising behavior of the new algorithm, especially for large-scale problems.
引用
收藏
页码:667 / 690
页数:24
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