A Globally Convergent Hybrid Conjugate Gradient Method and Its Numerical Behaviors
نویسندگان
چکیده
→ R n is continuous.Throughout this paper, this problem corresponds to optimality condition of a certain problem of minimizing f : Rn → R which may be not easy to calculate or cannot be expressed as elementary functions. When the dimension n is large, conjugate gradient methods can be efficient to solve problem (1). For any given starting point x 0 ∈ R , a sequence {x k } is generated by the following recursive relation:
منابع مشابه
Extensions of the Hestenes-Stiefel and Polak-Ribiere-Polyak conjugate gradient methods with sufficient descent property
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...
متن کاملA New Hybrid Conjugate Gradient Method Based on Eigenvalue Analysis for Unconstrained Optimization Problems
In this paper, two extended three-term conjugate gradient methods based on the Liu-Storey ({tt LS}) conjugate gradient method are presented to solve unconstrained optimization problems. A remarkable property of the proposed methods is that the search direction always satisfies the sufficient descent condition independent of line search method, based on eigenvalue analysis. The globa...
متن کاملOn the hybrid conjugate gradient method for solving fuzzy optimization problem
In this paper we consider a constrained optimization problem where the objectives are fuzzy functions (fuzzy-valued functions). Fuzzy constrained Optimization (FO) problem plays an important role in many fields, including mathematics, engineering, statistics and so on. In the other side, in the real situations, it is important to know how may obtain its numerical solution of a given interesting...
متن کاملتوسیعی از یک روش گرادیان مزدوج سه بخشی مبتنی بر مقادیر تابع هدف با تضمین همگرایی بدون فرض تحدب
With respect to importance of the conjugate gradient methods for large-scale optimization, in this study a descent three-term conjugate gradient method is proposed based on an extended modified secant condition. In the proposed method, objective function values are used in addition to the gradient information. Also, it is established that the method is globally convergent without convexity assu...
متن کاملNew hybrid conjugate gradient method for unconstrained optimization
Conjugate gradient methods are widely used for unconstrained optimization, especially large scale problems. Most of conjugate gradient methods don’t always generate a descent search direction, so the descent condition is usually assumed in the analyses and implementations. Dai and Yuan (1999) proposed the conjugate gradient method which generates a descent direction at every iteration. Yabe and...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- J. Applied Mathematics
دوره 2013 شماره
صفحات -
تاریخ انتشار 2013