An extended three-term conjugate gradient method with sufficient descent property
نویسندگان
چکیده
منابع مشابه
A Three-Term Conjugate Gradient Method with Sufficient Descent Property for Unconstrained Optimization
Conjugate gradient methods are widely used for solving large-scale unconstrained optimization problems, because they do not need the storage of matrices. In this paper, we propose a general form of three-term conjugate gradient methods which always generate a sufficient descent direction. We give a sufficient condition for the global convergence of the proposed general method. Moreover, we pres...
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Using search directions of a recent class of three--term conjugate gradient methods, modified versions of the Hestenes-Stiefel and Polak-Ribiere-Polyak methods are proposed which satisfy the sufficient descent condition. The methods are shown to be globally convergent when the line search fulfills the (strong) Wolfe conditions. Numerical experiments are done on a set of CUTEr unconstrained opti...
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Based on an eigenvalue analysis, a new proof for the sufficient descent property of the modified Polak-Ribière-Polyak conjugate gradient method proposed by Yu et al. is presented.
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In this paper, a new spectral PRP conjugate gradient method is proposed, which can always generate sufficient descent direction without any line search. Under some standard conditions, global convergence of the proposed method is established when the standard Armijo or weak Wolfe line search is used. Moreover, we extend these results to the HS method. Numerical comparisons are reported with som...
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ژورنال
عنوان ژورنال: Miskolc Mathematical Notes
سال: 2015
ISSN: 1787-2405,1787-2413
DOI: 10.18514/mmn.2015.1266