Nonlinear conjugate gradient methods with sufficient descent properties for unconstrained optimization

Wataru Nakamura, Yasushi Narushima, Hiroshi Yabe

研究成果: Article査読

11 被引用数 (Scopus)

抄録

It is very important to generate a descent search direction independent of line searches in showing the global convergence of conjugate gradient methods. The method of Hager and Zhang (2005) satisfies the sufficient descent condition. In this paper, we treat two subjects. We first consider a unified formula of parameters which establishes the sufficient descent condition and follows the modification technique of Hager and Zhang. In order to show the global convergence of the conjugate gradient method with the unified formula of parameters, we define some property (say Property A). We prove the global convergence of the method with Property A. Next, we apply the unified formula to a scaled conjugate gradient method and show its global convergence property. Finally numerical results are given.

本文言語English
ページ(範囲)595-619
ページ数25
ジャーナルJournal of Industrial and Management Optimization
9
3
DOI
出版ステータスPublished - 2013
外部発表はい

ASJC Scopus subject areas

  • ビジネスおよび国際経営
  • 戦略と経営
  • 制御と最適化
  • 応用数学

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