A New Hybrid Conjugate Gradient Method Based on Eigenvalue Analysis for Unconstrained Optimization Problems

نویسندگان

  • Farzad Rahpeymaii Department of Mathematics, Payame Noor University, PO BOX 19395-3697, Tehran, Iran
  • majid rostami Young Researchers and Elite Club‎, ‎Hamedan Branch‎, ‎Islamic Azad University‎, ‎Hamedan‎, ‎Iran
چکیده مقاله:

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 global convergence of proposed algorithms is established under suitable conditions‎. ‎Preliminary numerical results show that the proposed methods are efficient and robust‎ ‎to solve the unconstrained optimization problems.

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

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 کامل

An 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 کامل

New hybrid conjugate gradient method for unconstrained optimization

Conjugate gradient methods are widely used for unconstrained optimization, especially large scale problems. Most of conjugate gradient methods don’t always generate a descent search direction, so the descent condition is usually assumed in the analyses and implementations. Dai and Yuan (1999) proposed the conjugate gradient method which generates a descent direction at every iteration. Yabe and...

متن کامل

A Conjugate Gradient Method for Unconstrained Optimization Problems

A hybrid method combining the FR conjugate gradient method and the WYL conjugate gradient method is proposed for unconstrained optimization problems. The presented method possesses the sufficient descent property under the strong Wolfe-Powell SWP line search rule relaxing the parameter σ < 1. Under the suitable conditions, the global convergence with the SWP line search rule and the weak Wolfe-...

متن کامل

A 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 کامل

A New Sufficient Descent Conjugate Gradient Method for Unconstrained Optimization

In this paper, a new conjugate conjugate method with sufficient descent property is proposed for the unconstrained optimization problem. An attractive property of the new method is that the descent direction generated by the method always possess the sufficient descent property, and this property is independent of the line search used and the choice of ki  . Under mild conditions, the global c...

متن کامل

منابع من

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

ذخیره در منابع من قبلا به منابع من ذحیره شده

{@ msg_add @}


عنوان ژورنال

دوره 3  شماره 1

صفحات  27- 43

تاریخ انتشار 2018-04-01

با دنبال کردن یک ژورنال هنگامی که شماره جدید این ژورنال منتشر می شود به شما از طریق ایمیل اطلاع داده می شود.

میزبانی شده توسط پلتفرم ابری doprax.com

copyright © 2015-2023