A New Hybrid Conjugate Gradient Method Based on Eigenvalue Analysis for Unconstrained Optimization Problems

Message:
Article Type:
Research/Original Article (دارای رتبه معتبر)
Abstract:

In this paper‎, ‎two extended three-term conjugate gradient methods based on the Liu-Storey ({tt LS})‎ ‎conjugate gradient method are presented to solve unconstrained optimization problems‎. ‎A remarkable property of the proposed methods is that the search direction always satisfies‎ ‎the sufficient descent condition independent of line search method‎, ‎based on eigenvalue analysis‎. ‎The global convergence of proposed algorithms is established under suitable conditions‎. ‎Preliminary numerical results show that the proposed methods are efficient and robust‎ ‎to solve the unconstrained optimization problems.

Language:
English
Published:
Control and Optimization in Applied Mathematics, Volume:3 Issue: 1, Winter-Spring 2019
Pages:
27 to 43
https://www.magiran.com/p2061595