A three-term conjugate gradient algorithm for large-scale unconstrained optimization problems

Release time:2016-04-23

Affiliation of Author(s):Central South University

Journal:APPLIED NUMERICAL MATHEMATICS

Funded by:Natural Science Foundation of Hunan Province 13JJ3002 14JJ2003 National Natural Science Foundati

Key Words:Large-scale problems; Three-term conjugate gradient method; Global convergence; Inexact line search;

Abstract:In this paper, a three-term conjugate gradient algorithm is developed for solving large-scale unconstrained optimization problems. The search direction at each iteration of the algorithm is determined by rectifying the steepest descent direction with the difference between the current iterative points and that between the gradients. It is proved that such a direction satisfies the approximate secant condition as well as the conjugacy condition. The strategies of acceleration and restart are incorporated into designing the algorithm to improve its numerical performance. Global convergence of th

Co-author:Zhong Wan

First Author:Songhai Deng

Indexed by:Unit Twenty Basic Research

Document Type:J

Volume:92

Page Number:70-81

Translation or Not:no

Date of Publication:2015-06-01