Globally Convergent Three-Term Conjugate Gradient Methods that Use Secant Conditions and Generate Descent Search Directions for Unconstrained Optimization

Kaori Sugiki, Yasushi Narushima, Hiroshi Yabe

研究成果: Article査読

46 被引用数 (Scopus)

抄録

In this paper, we propose a three-term conjugate gradient method based on secant conditions for unconstrained optimization problems. Specifically, we apply the idea of Dai and Liao (in Appl. Math. Optim. 43: 87-101, 2001) to the three-term conjugate gradient method proposed by Narushima et al. (in SIAM J. Optim. 21: 212-230, 2011). Moreover, we derive a special-purpose three-term conjugate gradient method for a problem, whose objective function has a special structure, and apply it to nonlinear least squares problems. We prove the global convergence properties of the proposed methods. Finally, some numerical results are given to show the performance of our methods.

本文言語English
ページ(範囲)733-757
ページ数25
ジャーナルJournal of Optimization Theory and Applications
153
3
DOI
出版ステータスPublished - 2012 6
外部発表はい

ASJC Scopus subject areas

  • 制御と最適化
  • 経営科学およびオペレーションズ リサーチ
  • 応用数学

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