Descent three-term conjugate gradient methods based on secant conditions for unconstrained optimization

Hiroshi Kobayashi, Yasushi Narushima, Hiroshi Yabe

研究成果: Article査読

10 被引用数 (Scopus)

抄録

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.

本文言語English
ページ(範囲)1313-1329
ページ数17
ジャーナルOptimization Methods and Software
32
6
DOI
出版ステータスPublished - 2017 11月 2
外部発表はい

ASJC Scopus subject areas

  • ソフトウェア
  • 制御と最適化
  • 応用数学

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