A conjugate gradient method with global convergence for large-scale unconstrained optimization problems (Q1790099)
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English | A conjugate gradient method with global convergence for large-scale unconstrained optimization problems |
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A conjugate gradient method with global convergence for large-scale unconstrained optimization problems (English)
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10 October 2018
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Summary: The conjugate gradient (CG) method has played a special role in solving large-scale nonlinear optimization problems due to the simplicity of their very low memory requirements. This paper proposes a conjugate gradient method which is similar to Dai-Liao conjugate gradient method [\textit{Y. H. Dai} and \textit{L. Z. Liao}, Appl. Math. Optim. 43, No. 1, 87--101 (2001; Zbl 0973.65050)] but has stronger convergence properties. The given method possesses the sufficient descent condition, and is globally convergent under strong Wolfe-Powell (SWP) line search for general function. Our numerical results show that the proposed method is very efficient for the test problems.
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