an eigenvalue study on the sufficient descent property of a‎ ‎modified polak-ribière-polyak conjugate gradient method

نویسندگان

saman babaie-kafaki

چکیده

‎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.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

An eigenvalue study on the sufficient descent property of a‎ ‎modified Polak-Ribière-Polyak conjugate gradient method

‎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.

متن کامل

An Eigenvalue Study on the Sufficient Descent Property of a Modified Polak-ribi Ere-polyak Conjugate Gradient Method

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.

متن کامل

Extensions of the Hestenes-Stiefel and Polak-Ribiere-Polyak conjugate gradient methods with sufficient descent property

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...

متن کامل

A modified Polak-Ribière-Polyak conjugate gradient algorithm for nonsmooth convex programs

The conjugate gradient (CG) method is one of the most popular methods for solving smooth unconstrained optimization problems due to its simplicity and low memory requirement. However, the usage of CG methods are mainly restricted in solving smooth optimization problems so far. The purpose of this paper is to present efficient conjugate gradient-type methods to solve nonsmooth optimization probl...

متن کامل

A descent modified Polak–Ribière–Polyak conjugate gradient method and its global convergence

In this paper, we propose a modified Polak–Ribière–Polyak (PRP) conjugate gradient method. An attractive property of the proposed method is that the direction generated by the method is always a descent direction for the objective function. This property is independent of the line search used. Moreover, if exact line search is used, the method reduces to the ordinary PRP method. Under appropria...

متن کامل

A globally convergent version of the Polak-Ribière conjugate gradient method

1 ABSTRACT In this paper we propose a new line search algorithm that ensures global convergence of the Polak-Ribi ere conjugate gradient method for the unconstrained minimization of nonconvex diierentiable functions. In particular, we show that every limit point produced by the Polak-Ribi ere iteration is a stationary point of the objective function. Moreover, we prove that, asymptotically, the...

متن کامل

منابع من

با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید


عنوان ژورنال:
bulletin of the iranian mathematical society

ناشر: iranian mathematical society (ims)

ISSN 1017-060X

دوره 40

شماره 1 2014

میزبانی شده توسط پلتفرم ابری doprax.com

copyright © 2015-2023