A New Hybrid Conjugate Gradient Method Based on Eigenvalue Analysis for Unconstrained Optimization Problems

Authors

  • Farzad Rahpeymaii Department of Mathematics, Payame Noor University, PO BOX 19395-3697, Tehran, Iran
  • majid rostami Young Researchers and Elite Club‎, ‎Hamedan Branch‎, ‎Islamic Azad University‎, ‎Hamedan‎, ‎Iran
Abstract:

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 global convergence of proposed algorithms is established under suitable conditions‎. ‎Preliminary numerical results show that the proposed methods are efficient and robust‎ ‎to solve the unconstrained optimization problems.

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Journal title

volume 3  issue 1

pages  27- 43

publication date 2018-04-01

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