An improved Perry conjugate gradient method with adaptive parameter choice (Q1656676)

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An improved Perry conjugate gradient method with adaptive parameter choice
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    An improved Perry conjugate gradient method with adaptive parameter choice (English)
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    10 August 2018
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    The authors propose an improvement of the Perry conjugate gradient method (see [\textit{A. Perry}, Oper. Res. 26, 1073--1078 (1978; Zbl 0419.90074)]) for solving unconstrained minimization problems \(f(x) ~\longmapsto~ \min,~ x \in \mathbb R^n\), where \(f:\mathbb R^n ~\mapsto\mathbb R\) is a continuous function bounded from below. The authors use the modification of conjugacy conditions by \textit{Y. H. Dai} and \textit{L. Z. Liao} [Appl. Math. Optim. 43, No. 1, 87--101 (2001; Zbl 0973.65050)], construct an improved Perry update matrix and study its properties. Further, the new improved Perry conjugate gradient algorithm is described and its convergence is studied. The investigation of numerical performance shows that the proposed algorithm has efficiency, which is either comparable or outperforms the efficiency of some previously published algorithms.
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    mathematical programming
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    continuous optimization
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    conjugate gradient methods
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    Perry update matrix
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    global convergence
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