A new three-term conjugate gradient algorithm for unconstrained optimization (Q120735)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new three-term conjugate gradient algorithm for unconstrained optimization |
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68
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2
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305-321
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12 April 2014
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23 February 2015
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A new three-term conjugate gradient algorithm for unconstrained optimization (English)
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The authors present a new three-term conjugate gradient algorithm for unconstrained optimization by minimization of the one-parametric quadratic model of the objective function. Under certain assumptions, the global convergence analysis of the proposed algorithm for uniformly convex functions is established. Some preliminary numerical results on a collection of 800 large-scale unconstrained optimization test problems are provided to compare the proposed algorithm with other existing ones and show that the considered algorithm is indeed more efficient and more robust.
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unconstrained optimization
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three-term conjugate gradient method
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descent condition
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conjugacy condition
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spectral analysis
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numerical comparisons
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algorithm
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quadratic model
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global convergence
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convex function
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numerical result
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large-scale
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