Sufficient Descent Polak-Ribière-Polyak Conjugate Gradient Algorithm for Large-Scale Box-Constrained Optimization
نویسندگان
چکیده
منابع مشابه
An eigenvalue study on the sufficient descent property of a modified Polak-Ribière-Polyak conjugate gradient method
Based on an eigenvalue analysis, a new proof for the sufficient descent property of the modified Polak-Ribière-Polyak conjugate gradient method proposed by Yu et al. is presented.
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Using search directions of a recent class of three--term conjugate gradient methods, modified versions of the Hestenes-Stiefel and Polak-Ribiere-Polyak methods are proposed which satisfy the sufficient descent condition. The methods are shown to be globally convergent when the line search fulfills the (strong) Wolfe conditions. Numerical experiments are done on a set of CUTEr unconstrained opti...
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The conjugate gradient (CG) method is one of the most popular methods for solving smooth unconstrained optimization problems due to its simplicity and low memory requirement. However, the usage of CG methods are mainly restricted in solving smooth optimization problems so far. The purpose of this paper is to present efficient conjugate gradient-type methods to solve nonsmooth optimization probl...
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based on an eigenvalue analysis, a new proof for the sufficient descent property of the modified polak-ribière-polyak conjugate gradient method proposed by yu et al. is presented.
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A modified Polak-Ribière-Polyak conjugate gradient algorithm which satisfies both the sufficient descent condition and the conjugacy condition is presented. These properties are independent of the line search. The algorithms use the standard Wolfe line search. Under standard assumptions we show the global convergence of the algorithm. Numerical comparisons with conjugate gradient algorithms usi...
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ژورنال
عنوان ژورنال: Abstract and Applied Analysis
سال: 2014
ISSN: 1085-3375,1687-0409
DOI: 10.1155/2014/236158