Two Adaptive Dai-Liao Nonlinear Conjugate Gradient Methods

被引:2
作者
Babaie-Kafaki, Saman [1 ]
Ghanbari, Reza [2 ]
机构
[1] Semnan Univ, Fac Math Stat & Comp Sci, Dept Math, POB 35195-363, Semnan, Iran
[2] Ferdowsi Univ Mashhad, Fac Math Sci, POB 9177948953, Mashhad, Iran
来源
IRANIAN JOURNAL OF SCIENCE AND TECHNOLOGY TRANSACTION A-SCIENCE | 2018年 / 42卷 / A3期
关键词
Unconstrained optimization; Conjugate gradient method; BFGS update; Line search; Global convergence; DESCENT; ALGORITHM; RISK;
D O I
10.1007/s40995-017-0271-4
中图分类号
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号
07 ; 0710 ; 09 ;
摘要
Following recent attempts to find appropriate choices for parameter of the nonlinear conjugate gradient method proposed by Dai and Liao, two adaptive versions of the method are proposed based on a matrix analysis and using the memoryless BFGS updating formula. Under proper conditions, it is shown that the methods are globally convergent. Numerical experiments are done on a set of CUTEr unconstrained optimization test problems; they demonstrate the efficiency of the proposed methods in the sense of Dolan-Mor, performance profile.
引用
收藏
页码:1505 / 1509
页数:5
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