A Spectral Conjugate Gradient Method for Unconstrained Optimization
نویسندگان
چکیده
منابع مشابه
A new hybrid conjugate gradient algorithm for unconstrained optimization
In this paper, a new hybrid conjugate gradient algorithm is proposed for solving unconstrained optimization problems. This new method can generate sufficient descent directions unrelated to any line search. Moreover, the global convergence of the proposed method is proved under the Wolfe line search. Numerical experiments are also presented to show the efficiency of the proposed algorithm, espe...
متن کاملAn Efficient Conjugate Gradient Algorithm for Unconstrained Optimization Problems
In this paper, an efficient conjugate gradient method for unconstrained optimization is introduced. Parameters of the method are obtained by solving an optimization problem, and using a variant of the modified secant condition. The new conjugate gradient parameter benefits from function information as well as gradient information in each iteration. The proposed method has global convergence und...
متن کاملA New Hybrid Conjugate Gradient Method Based on Eigenvalue Analysis for Unconstrained Optimization Problems
In this paper, two extended three-term conjugate gradient methods based on the Liu-Storey ({tt LS}) conjugate gradient method are presented to solve unconstrained optimization problems. A remarkable property of the proposed methods is that the search direction always satisfies the sufficient descent condition independent of line search method, based on eigenvalue analysis. The globa...
متن کاملMultivariate spectral gradient method for unconstrained optimization
Multivariate spectral gradient method is proposed for solving unconstrained optimization problems. Combined with some quasi-Newton property multivariate spectral gradient method allows an individual adaptive stepsize along each coordinate direction, which guarantees that the method is finitely convergent for positive definite quadratics. Especially, it converges no more than two steps for posit...
متن کاملA New Descent Nonlinear Conjugate Gradient Method for Unconstrained Optimization
In this paper, a new nonlinear conjugate gradient method is proposed for large-scale unconstrained optimization. The sufficient descent property holds without any line searches. We use some steplength technique which ensures the Zoutendijk condition to be held, this method is proved to be globally convergent. Finally, we improve it, and do further analysis.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Applied Mathematics and Optimization
سال: 2001
ISSN: 0095-4616,1432-0606
DOI: 10.1007/s00245-001-0003-0