TY - JOUR
T1 - A family of three-term conjugate gradient methods with sufficient descent property for unconstrained optimization
AU - Al-Baali, Mehiddin
AU - Narushima, Yasushi
AU - Yabe, Hiroshi
N1 - Funding Information:
The authors would like to thank Prof. William W. Hager, the Editor-in-Chief of the journal, and the anonymous reviewers for valuable comments on a draft of this paper. We would also like to thank Prof. Yu-Hong Dai for providing his program code of conjugate gradient methods. The second and third authors are supported in part by the Grant-in-Aid for Scientific Research (C) 25330030 of Japan Society for the Promotion of Science
Publisher Copyright:
© 2014, Springer Science+Business Media New York.
PY - 2014/1
Y1 - 2014/1
N2 - 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.
AB - 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.
KW - Global convergence
KW - Sufficient descent condition
KW - Three-term conjugate gradient method
KW - Unconstrained optimization
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U2 - 10.1007/s10589-014-9662-z
DO - 10.1007/s10589-014-9662-z
M3 - Article
AN - SCOPUS:84921700026
SN - 0926-6003
VL - 60
SP - 89
EP - 110
JO - Computational Optimization and Applications
JF - Computational Optimization and Applications
IS - 1
ER -