A nonlinear conjugate gradient method based on the MBFGS secant condition

被引:68
|
作者
Zhou, Weijun [1 ]
Zhang, Li [1 ]
机构
[1] Hunan Univ, Dept Appl Math, Changsha 410082, Peoples R China
来源
OPTIMIZATION METHODS & SOFTWARE | 2006年 / 21卷 / 05期
关键词
unconstrained optimization; conjugate gradient method; global convergence; line search;
D O I
10.1080/10556780500137041
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
In this article, a new conjugate gradient method based on the MBFGS secant condition is derived, which is regarded as a modified version of Dai-Liao method or Yabe-Takano method. This method is shown to be globally convergent under some assumptions. It is new feature that the proof of global convergence of this method is very simple without proving so-called Property (*) given by Gilbert and Nocedal for general unconstrained optimization problems. Our numerical results show that this method is efficient for the given test problems.
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页码:707 / 714
页数:8
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