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Descent three-term conjugate gradient methods based on secant conditions for unconstrained optimization
Authors:Hiroshi Kobayashi  Hiroshi Yabe
Affiliation:1. Itochu Techno-Solutions Corporation, Chiyoda-ku, Tokyo, Japan;2. Department of Applied Mathematics, Tokyo University of Science, Shinjuku-ku, Tokyo, Japan
Abstract:The conjugate gradient method is an effective method for large-scale unconstrained optimization problems. Recent research has proposed conjugate gradient methods based on secant conditions to establish fast convergence of the methods. However, these methods do not always generate a descent search direction. In contrast, Y. Narushima, H. Yabe, and J.A. Ford [A three-term conjugate gradient method with sufficient descent property for unconstrained optimization, SIAM J. Optim. 21 (2011), pp. 212–230] proposed a three-term conjugate gradient method which always satisfies the sufficient descent condition. This paper makes use of both ideas to propose descent three-term conjugate gradient methods based on particular secant conditions, and then shows their global convergence properties. Finally, numerical results are given.
Keywords:unconstrained optimization  three-term conjugate gradient method  secant condition  sufficient descent property  global convergence
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