A MODIFIED PRP CONJUGATE GRADIENT ALGORITHM WITH TRUST REGION FOR OPTIMIZATION PROBLEMS

被引：7
|
作者：
Li, Xiangrong [2 ]
Ruan, Qingsong [1 ]
机构：
[1] Tongji Univ, Sch Econ & Management, Dept Econ & Finance, Shanghai 200092, Peoples R China
[2] Guangxi Univ, Coll Math & Informat Sci, Nanning, Guangxi, Peoples R China
来源：
NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION | 2011年 / 32卷 / 05期
关键词：
Conjugate gradient; Global convergence; Line search; Search direction; Trust region; LINE SEARCH METHODS; GLOBAL CONVERGENCE; BFGS METHOD; DESCENT; MINIMIZATION;
D O I：
10.1080/01630563.2011.554948
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this article, a modified PRP algorithm is presented for unconstrained optimization problems. This method possesses sufficiently descent property and the proposed direction is in a trust region. The global convergence and the linear convergence rate of the given method are established under weaker conditions. Numerical results show that the presented method is effective.
引用
收藏
页码：496 / 506
页数：11
相关论文
共 50 条
  • [31] A TRUST REGION ALGORITHM FOR CONSTRAINED NONSMOOTH OPTIMIZATION PROBLEMS
    Yu-fei Yang
    [J]. Journal of Computational Mathematics, 2001, (04) : 357 - 364
  • [32] A NEW ADAPTIVE TRUST REGION ALGORITHM FOR OPTIMIZATION PROBLEMS
    Sheng, Zhou
    Yuan, Gonglin
    Cui, Zengru
    [J]. ACTA MATHEMATICA SCIENTIA, 2018, 38 (02) : 479 - 496
  • [33] Nonmonotone trust region algorithm for unconstrained optimization problems
    Wu Qing-jun
    [J]. APPLIED MATHEMATICS AND COMPUTATION, 2010, 217 (08) : 4274 - 4281
  • [34] A new three-term conjugate gradient algorithm with modified gradient-differences for solving unconstrained optimization problems
    Guo, Jie
    Wan, Zhong
    [J]. AIMS MATHEMATICS, 2023, 8 (02): : 2473 - 2488
  • [35] A SPECTRAL PRP CONJUGATE GRADIENT METHODS FOR NONCONVEX OPTIMIZATION PROBLEM BASED ON MODIFIED LINE SEARCH
    Wan, Zhong
    Hu, Chaoming
    Yang, Zhanlu
    [J]. DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2011, 16 (04): : 1157 - 1169
  • [36] A modified Polak-Ribiere-Polyak conjugate gradient algorithm for large-scale optimization problems
    Yuan, Gonglin
    Wei, Zengxin
    Zhao, Qiumei
    [J]. IIE TRANSACTIONS, 2014, 46 (04) : 397 - 413
  • [37] Global Convergence Of A New Modified PRP Conjugate Gradient Method
    Yong, Li
    [J]. PROCEEDINGS OF THE 31ST CHINESE CONTROL CONFERENCE, 2012, : 2287 - 2290
  • [38] Two modified DY conjugate gradient methods for unconstrained optimization problems
    Zhu, Zhibin
    Zhang, Dongdong
    Wang, Shuo
    [J]. APPLIED MATHEMATICS AND COMPUTATION, 2020, 373
  • [39] Accelerated Conjugate Gradient Algorithm with Modified Secant Condition for Unconstrained Optimization
    Andrei, Neculai
    [J]. STUDIES IN INFORMATICS AND CONTROL, 2009, 18 (03): : 211 - 232
  • [40] 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
12345