An improved three-term conjugate gradient algorithm for solving unconstrained optimization problems

Release time:2016-04-23

Affiliation of Author(s):Central South University

Journal:OPTIMIZATION

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

Key Words:algorithms; optimization; conjugate gradient method; global convergence

Abstract:In this article, we present an improved three-term conjugate gradient algorithm for large-scale unconstrained optimization. The search directions in the developed algorithm are proved to satisfy an approximate secant equation as well as the Dai-Liao's conjugacy condition. With the standard Wolfe line search and the restart strategy, global convergence of the algorithm is established under mild conditions. By implementing the algorithm to solve 75 benchmark test problems with dimensions from 1000 to 10,000, the obtained numerical results indicate that the algorithm outperforms the state-of-the-

Co-author:Zhong Wan

First Author:Songhai Deng

Indexed by:Unit Twenty Basic Research

Document Type:J

Volume:64

Issue:12

Page Number:2679-2691

ISSN No.:0233-1934

Translation or Not:no

Date of Publication:2015-12-01