A family of three-term conjugate gradient methods with sufficient descent property for unconstrained optimization

被引:0
|
作者
Mehiddin Al-Baali
Yasushi Narushima
Hiroshi Yabe
机构
[1] Sultan Qaboos University,Department of Mathematics and Statistics
[2] Yokohama National University,Department of Management System Science
[3] Tokyo University of Science,Department of Mathematical Information Science
来源
Computational Optimization and Applications | 2015年 / 60卷
关键词
Unconstrained optimization; Three-term conjugate gradient method; Sufficient descent condition; Global convergence;
D O I
暂无
中图分类号
学科分类号
摘要
Recently, conjugate gradient methods, which usually generate descent search directions, are useful for large-scale optimization. Narushima et al. (SIAM J Optim 21:212–230, 2011) have proposed a three-term conjugate gradient method which satisfies a sufficient descent condition. We extend this method to two parameters family of three-term conjugate gradient methods which can be used to control the magnitude of the directional derivative. We show that these methods converge globally and work well for suitable choices of the parameters. Numerical results are also presented.
引用
收藏
页码:89 / 110
页数:21
相关论文
共 50 条
  • [31] An Accelerated Three-Term Conjugate Gradient Method with Sufficient Descent Condition and Conjugacy Condition
    XiaoLiang Dong
    Deren Han
    Zhifeng Dai
    Lixiang Li
    Jianguang Zhu
    Journal of Optimization Theory and Applications, 2018, 179 : 944 - 961
  • [32] A THREE-TERM CONJUGATE GRADIENT METHOD WITH NONMONOTONE LINE SEARCH FOR UNCONSTRAINED OPTIMIZATION
    Moyi, Aliyu Usman
    Leong, Wah June
    PACIFIC JOURNAL OF OPTIMIZATION, 2016, 12 (03): : 587 - 601
  • [33] An Adaptive Three-Term Conjugate Gradient Method with Sufficient Descent Condition and Conjugacy Condition
    Dong, Xiao-Liang
    Dai, Zhi-Feng
    Ghanbari, Reza
    Li, Xiang-Li
    JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF CHINA, 2021, 9 (02) : 411 - 425
  • [34] An Adaptive Three-Term Conjugate Gradient Method with Sufficient Descent Condition and Conjugacy Condition
    Xiao-Liang Dong
    Zhi-Feng Dai
    Reza Ghanbari
    Xiang-Li Li
    Journal of the Operations Research Society of China, 2021, 9 : 411 - 425
  • [35] A New Conjugate Gradient Algorithm with Sufficient Descent Property for Unconstrained Optimization
    Wu, XiaoPing
    Liu, LiYing
    Xie, FengJie
    Li, YongFei
    MATHEMATICAL PROBLEMS IN ENGINEERING, 2015, 2015
  • [36] A scaled three-term conjugate gradient method for unconstrained optimization
    Ibrahim Arzuka
    Mohd R Abu Bakar
    Wah June Leong
    Journal of Inequalities and Applications, 2016
  • [37] A New Three Term Conjugate Gradient Method with Descent Direction for Unconstrained Optimization
    Dong, XiaoLiang
    Liu, HongWei
    He, YuBo
    Babaie-Kafaki, Saman
    Ghanbari, Reza
    MATHEMATICAL MODELLING AND ANALYSIS, 2016, 21 (03) : 399 - 411
  • [38] Some descent three-term conjugate gradient methods and their global convergence
    Zhang, Li
    Zhou, Weijun
    Li, Donghui
    OPTIMIZATION METHODS & SOFTWARE, 2007, 22 (04) : 697 - 711
  • [39] A New Conjugate Gradient Method for Unconstrained Optimization with Sufficient Descent
    Yussoff, Nurul Hajar Mohd
    Mamat, Mustafa
    Rivaie, Mohd
    Mohd, Ismail
    PROCEEDINGS OF THE 3RD INTERNATIONAL CONFERENCE ON MATHEMATICAL SCIENCES, 2014, 1602 : 514 - 519
  • [40] Conjugate Gradient Methods with Sufficient Descent Condition for Large-scale Unconstrained Optimization
    Ling, Mei Mei
    Leong, Wah June
    INTERNATIONAL CONFERENCE ON QUANTITATIVE SCIENCES AND ITS APPLICATIONS (ICOQSIA 2014), 2014, 1635 : 629 - 633