Some descent three-term conjugate gradient methods and their global convergence

被引:158
作者
Zhang, Li
Zhou, Weijun [1 ]
Li, Donghui
机构
[1] Hunan Univ, Dept Appl Math, Changsha 410082, Peoples R China
[2] Changsha Univ Sci & Technol, Coll Math, Changsha 410076, Peoples R China
关键词
three-term conjugate gradient method; global convergence;
D O I
10.1080/10556780701223293
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
In this paper, we propose a three-term conjugate gradient method which can produce sufficient descent condition, that is, g(k)(T) dk = -parallel to gk parallel to(2). This property is independent of any line search used. When an exact line search is used, this method reduces to the standard Hestenes-Stiefel conjugate gradient method. We also introduce two variants of the proposed method which still preserve the sufficient descent property, and prove that these two methods converge globally with standard Wolfe line search even if the minimization function is nonconvex. We also report some numerical experiment to show the efficiency of the proposed methods.
引用
收藏
页码:697 / 711
页数:15
相关论文
共 29 条
[1]   DESCENT PROPERTY AND GLOBAL CONVERGENCE OF THE FLETCHER REEVES METHOD WITH INEXACT LINE SEARCH [J].
ALBAALI, M .
IMA JOURNAL OF NUMERICAL ANALYSIS, 1985, 5 (01) :121-124
[2]  
Beale E.M.L., 1972, FA Lootsma ed, P39
[3]   CUTE - CONSTRAINED AND UNCONSTRAINED TESTING ENVIRONMENT [J].
BONGARTZ, I ;
CONN, AR ;
GOULD, N ;
TOINT, PL .
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE, 1995, 21 (01) :123-160
[4]  
Dai Y., 2000, NONLINEAR CONJUGATE
[5]   Convergence properties of the Fletcher-Reeves method [J].
Dai, YH ;
Yuan, Y .
IMA JOURNAL OF NUMERICAL ANALYSIS, 1996, 16 (02) :155-164
[6]   A nonlinear conjugate gradient method with a strong global convergence property [J].
Dai, YH ;
Yuan, Y .
SIAM JOURNAL ON OPTIMIZATION, 1999, 10 (01) :177-182
[7]   Benchmarking optimization software with performance profiles [J].
Dolan, ED ;
Moré, JJ .
MATHEMATICAL PROGRAMMING, 2002, 91 (02) :201-213
[8]   FUNCTION MINIMIZATION BY CONJUGATE GRADIENTS [J].
FLETCHER, R ;
REEVES, CM .
COMPUTER JOURNAL, 1964, 7 (02) :149-&
[9]  
Fletcher R, 1987, PRACTICAL METHODS OP, V1
[10]   GLOBAL CONVERGENCE PROPERTIES OF CONJUGATE GRADIENT METHODS FOR OPTIMIZATION [J].
Gilbert, Jean Charles ;
Nocedal, Jorge .
SIAM JOURNAL ON OPTIMIZATION, 1992, 2 (01) :21-42