A family of three-term conjugate gradient methods with sufficient descent property for unconstrained optimization

Mehiddin Al-Baali, Yasushi Narushima, Hiroshi Yabe

研究成果: Article査読

26 被引用数 (Scopus)

抄録

Recently, conjugate gradient methods, which usually generate descent search directions, are useful for large-scale optimization. Narushima et al. (SIAM J Optim 21:212–230, 2011) have proposed a three-term conjugate gradient method which satisfies a sufficient descent condition. We extend this method to two parameters family of three-term conjugate gradient methods which can be used to control the magnitude of the directional derivative. We show that these methods converge globally and work well for suitable choices of the parameters. Numerical results are also presented.

本文言語English
ページ(範囲)89-110
ページ数22
ジャーナルComputational Optimization and Applications
60
1
DOI
出版ステータスPublished - 2014 1
外部発表はい

ASJC Scopus subject areas

  • 制御と最適化
  • 計算数学
  • 応用数学

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