TY - JOUR
T1 - Descent three-term conjugate gradient methods based on secant conditions for unconstrained optimization
AU - Kobayashi, Hiroshi
AU - Narushima, Yasushi
AU - Yabe, Hiroshi
N1 - Funding Information:
The second and third authors are supported in part by JSPS KAKENHI [grant number JP17K00039] .
Publisher Copyright:
© 2017 Informa UK Limited, trading as Taylor & Francis Group.
PY - 2017/11/2
Y1 - 2017/11/2
N2 - The conjugate gradient method is an effective method for large-scale unconstrained optimization problems. Recent research has proposed conjugate gradient methods based on secant conditions to establish fast convergence of the methods. However, these methods do not always generate a descent search direction. In contrast, Y. Narushima, H. Yabe, and J.A. Ford [A three-term conjugate gradient method with sufficient descent property for unconstrained optimization, SIAM J. Optim. 21 (2011), pp. 212–230] proposed a three-term conjugate gradient method which always satisfies the sufficient descent condition. This paper makes use of both ideas to propose descent three-term conjugate gradient methods based on particular secant conditions, and then shows their global convergence properties. Finally, numerical results are given.
AB - The conjugate gradient method is an effective method for large-scale unconstrained optimization problems. Recent research has proposed conjugate gradient methods based on secant conditions to establish fast convergence of the methods. However, these methods do not always generate a descent search direction. In contrast, Y. Narushima, H. Yabe, and J.A. Ford [A three-term conjugate gradient method with sufficient descent property for unconstrained optimization, SIAM J. Optim. 21 (2011), pp. 212–230] proposed a three-term conjugate gradient method which always satisfies the sufficient descent condition. This paper makes use of both ideas to propose descent three-term conjugate gradient methods based on particular secant conditions, and then shows their global convergence properties. Finally, numerical results are given.
KW - global convergence
KW - secant condition
KW - sufficient descent property
KW - three-term conjugate gradient method
KW - unconstrained optimization
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U2 - 10.1080/10556788.2017.1338288
DO - 10.1080/10556788.2017.1338288
M3 - Article
AN - SCOPUS:85021136549
SN - 1055-6788
VL - 32
SP - 1313
EP - 1329
JO - Optimization Methods and Software
JF - Optimization Methods and Software
IS - 6
ER -