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A modified three–term conjugate gradient method with sufficient descent property 被引量:1

A modified three–term conjugate gradient method with sufficient descent property
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摘要 A hybridization of the three–term conjugate gradient method proposed by Zhang et al. and the nonlinear conjugate gradient method proposed by Polak and Ribi`ere, and Polyak is suggested. Based on an eigenvalue analysis, it is shown that search directions of the proposed method satisfy the sufficient descent condition, independent of the line search and the objective function convexity. Global convergence of the method is established under an Armijo–type line search condition. Numerical experiments show practical efficiency of the proposed method. A hybridization of the three–term conjugate gradient method proposed by Zhang et al. and the nonlinear conjugate gradient method proposed by Polak and Ribi`ere, and Polyak is suggested. Based on an eigenvalue analysis, it is shown that search directions of the proposed method satisfy the sufficient descent condition, independent of the line search and the objective function convexity. Global convergence of the method is established under an Armijo–type line search condition. Numerical experiments show practical efficiency of the proposed method.
出处 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2015年第3期263-272,共10页 高校应用数学学报(英文版)(B辑)
基金 Supported by Research Council of Semnan University
关键词 UNCONSTRAINED optimization CONJUGATE gradient method eigenvalue SUFFICIENT DESCENT condition global convergence. unconstrained optimization,conjugate gradient method,eigenvalue,sufficient descent condition,global convergence
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