A family of three-term conjugate gradient methods with sufficient descent property for unconstrained optimization

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作者
Mehiddin Al-Baali
Yasushi Narushima
Hiroshi Yabe
机构
[1] Sultan Qaboos University,Department of Mathematics and Statistics
[2] Yokohama National University,Department of Management System Science
[3] Tokyo University of Science,Department of Mathematical Information Science
关键词
Unconstrained optimization; Three-term conjugate gradient method; Sufficient descent condition; Global convergence;
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摘要
Recently, conjugate gradient methods, which usually generate descent search directions, are useful for large-scale optimization. Narushima et al. (SIAM J Optim 21:212–230, 2011) have proposed a three-term conjugate gradient method which satisfies a sufficient descent condition. We extend this method to two parameters family of three-term conjugate gradient methods which can be used to control the magnitude of the directional derivative. We show that these methods converge globally and work well for suitable choices of the parameters. Numerical results are also presented.
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页码:89 / 110
页数:21
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