A New Three–Term Conjugate Gradient Method with Descent Direction for Unconstrained Optimization

Autor:	XiaoLiang Dong, HongWei Liu, YuBo He, Saman Babaie-Kafaki, Reza Ghanbari
Jazyk:	angličtina
Rok vydání:	2016
Předmět:	unconstrained optimization conjugate gradient method sufficient descent condition global convergence Mathematics QA1-939
Zdroj:	Mathematical Modelling and Analysis, Vol 21, Iss 3 (2016)
Druh dokumentu:	article
ISSN:	13926292 1392-6292 1648-3510
DOI:	10.3846/13926292.2016.1176965
Popis:	In this paper, we propose a three–term PRP–type conjugate gradient method which always satisfies the sufficient descent condition independently of line searches employed. An important property of our method is that its direction is closest to the direction of the Newton method or satisfies conjugacy condition as the iterations evolve. In addition, under mild condition, we prove global convergence properties of the proposed method. Numerical comparison illustrates that our proposed method is efficient for solving the optimization problems.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/ddfb14c48a7e489992e2cfbf14a856d0 Zobrazit plný text záznamu View record in DOAJ Plný text ve formátu PDF