Abstract
Conjugate gradient methods are widely used f or 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 method. Moreover, we present a specific three-term conjugate gradient method based on the multistep quasi-Newton method. Finally, some numerical results of the proposed method are given.
Original language | English |
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Pages (from-to) | 212-230 |
Number of pages | 19 |
Journal | SIAM Journal on Optimization |
Volume | 21 |
Issue number | 1 |
DOIs | |
Publication status | Published - 2011 |
Externally published | Yes |
Keywords
- Global convergence
- Sufficient descent condition
- Three-term conjugate gradient method
- Unconstrained optimization
ASJC Scopus subject areas
- Software
- Theoretical Computer Science