A class of improved conjugate gradient methods for nonconvex unconstrained optimization

被引:5
|
作者
Hu, Qingjie [1 ,2 ,4 ]
Zhang, Hongrun [1 ,2 ]
Zhou, Zhijuan [1 ,2 ]
Chen, Yu [3 ]
机构
[1] Guilin Univ Elect Technol, Guangxi Coll & Univ Key Lab Data Anal & Computat, Guilin, Peoples R China
[2] Guilin Univ Elect Technol, Sch Math & Comp Sci, Guilin, Peoples R China
[3] Guangxi Normal Univ, Sch Math & Stat, Guilin, Peoples R China
[4] Guilin Univ Elect Technol, Sch Math & Comp Sci, Guilin 541004, Peoples R China
基金
中国国家自然科学基金;
关键词
Armijo line search; global convergence; nonconvex unconstrained optimization; sufficient descent condition; Wolfe line search; TRUST REGION METHOD; ALGORITHM; DESCENT; COEFFICIENTS;
D O I
10.1002/nla.2482
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, based on a new class of conjugate gradient methods which are proposed by Rivaie, Dai and Omer et al. we propose a class of improved conjugate gradient methods for nonconvex unconstrained optimization. Different from the above methods, our methods possess the following properties: (i) the search direction always satisfies the sufficient descent condition independent of any line search; (ii) these approaches are globally convergent with the standard Wolfe line search or standard Armijo line search without any convexity assumption. Moreover, our numerical results also demonstrated the efficiencies of the proposed methods.
引用
收藏
页数:18
相关论文
共 50 条
  • [1] An Improved Spectral Conjugate Gradient Algorithm for Nonconvex Unconstrained Optimization Problems
    Songhai Deng
    Zhong Wan
    Xiaohong Chen
    [J]. Journal of Optimization Theory and Applications, 2013, 157 : 820 - 842
  • [2] An Improved Spectral Conjugate Gradient Algorithm for Nonconvex Unconstrained Optimization Problems
    Deng, Songhai
    Wan, Zhong
    Chen, Xiaohong
    [J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2013, 157 (03) : 820 - 842
  • [3] A Class of Nonmonotone Conjugate Gradient Methods for Unconstrained Optimization
    G. H. Liu
    L. L. Jing
    L. X. Han
    D. Han
    [J]. Journal of Optimization Theory and Applications, 1999, 101 : 127 - 140
  • [4] A class of nonmonotone conjugate gradient methods for unconstrained optimization
    Liu, GH
    Jing, LL
    Han, LX
    Han, D
    [J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1999, 101 (01) : 127 - 140
  • [5] Hybrid conjugate gradient methods for unconstrained optimization
    Mo, Jiangtao
    Gu, Nengzhu
    Wei, Zengxin
    [J]. OPTIMIZATION METHODS & SOFTWARE, 2007, 22 (02): : 297 - 307
  • [6] A class of nonmonotone conjugate gradient methods for nonconvex functions
    Liu Y.
    Wei Z.
    [J]. Applied Mathematics-A Journal of Chinese Universities, 2002, 17 (2) : 208 - 214
  • [7] A family of hybrid conjugate gradient methods for unconstrained optimization
    Dai, YH
    [J]. MATHEMATICS OF COMPUTATION, 2003, 72 (243) : 1317 - 1328
  • [8] Two New Conjugate Gradient Methods for Unconstrained Optimization
    Feng, Huantao
    Xiao, Wei
    [J]. PROCEEDINGS OF 2008 INTERNATIONAL PRE-OLYMPIC CONGRESS ON COMPUTER SCIENCE, VOL II: INFORMATION SCIENCE AND ENGINEERING, 2008, : 462 - 465
  • [9] Some modified conjugate gradient methods for unconstrained optimization
    Du, Xuewu
    Zhang, Peng
    Ma, Wenya
    [J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2016, 305 : 92 - 114
  • [10] A new family of conjugate gradient methods for unconstrained optimization
    Li, Ming
    Liu, Hongwei
    Liu, Zexian
    [J]. JOURNAL OF APPLIED MATHEMATICS AND COMPUTING, 2018, 58 (1-2) : 219 - 234