An efficient Dai-Liao type conjugate gradient method by reformulating the CG parameter in the search direction equation

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:371

Article

Lotfi, Mina¹  Hosseini, S. Mohammad¹ 

[1] Tarbiat Modares Univ, Fac Math Sci, Dept Appl Math, POB 14115-175, Tehran, Iran

关键词: Unconstrained optimization;    Conjugate gradient method;    Secant equation;    Modified BFGS method;    Global convergence;   

DOI  :  10.1016/j.cam.2019.112708

来源: Elsevier

【 摘 要 】

Based on the modified BFGS method proposed by Li and Fukushima (2001), we present a new value of the parameter t in Dai-Liao Conjugate Gradient Method. Under mild assumptions, we establish the global convergence property of the proposed method. Numerical results on some test problems in the CUTEst library illustrate computational efficiency of the new method. (C) 2019 Published by Elsevier B.V.

【 授权许可】

Free