A modified three–term conjugate gradient method with sufficient descent property

被引：0
作者：
Saman Babaie-Kafaki
机构：
[1] Semnan University,Department of Mathematics, Faculty of Mathematics, Statistics and Computer Science
来源：
Applied Mathematics-A Journal of Chinese Universities | 2015年 / 30卷
关键词：
unconstrained optimization; conjugate gradient method; eigenvalue; sufficient descent condition; global convergence; 65K05; 90C53; 26D20; 15A18;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
A hybridization of the three-term conjugate gradient method proposed by Zhang et al. and the nonlinear conjugate gradient method proposed by Polak and Ribière, and Polyak is suggested. Based on an eigenvalue analysis, it is shown that search directions of the proposed method satisfy the sufficient descent condition, independent of the line search and the objective function convexity. Global convergence of the method is established under an Armijo-type line search condition. Numerical experiments show practical efficiency of the proposed method.
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页码：263 / 272
页数：9
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