A new globalization technique for nonlinear conjugate gradient methods for nonconvex minimization (Q555476): Difference between revisions
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Latest revision as of 21:27, 9 December 2024
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English | A new globalization technique for nonlinear conjugate gradient methods for nonconvex minimization |
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A new globalization technique for nonlinear conjugate gradient methods for nonconvex minimization (English)
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22 July 2011
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The authors analyze a new multiplier selection in the context of nonlinear conjugate gradient methods for non-convex minimization. For this purpose, they propose a so-called truncated descent (TD) approach to limit the multiplier used to modify the steepest descent direction in a certain sense. This new multiplier is then combined with the Polak-Ribiere-Polyak (PRP) and the Liu-Storey (LS) method to get a TDPRP and a TDLS method. For the TDPRP approach convergence is shown in the strongly convex but also in the non-convex case. Numerical results for some of the CUTEr test problems are shown. This includes a comparison of the TDPRP and the TDLS method with the CG-DESCENT algorithm.
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nonlinear conjugate gradient method
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step modification
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global convergence
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steepest descent
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Polak-Ribiere-Polyak method
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Liu-Storey method
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