Family weak conjugate gradient algorithms and their convergence analysis for nonconvex functions

DOI10.1007/S11075-019-00787-7MaRDI QIDQ2189404zbMATH OpenOpenAlexFDO

Authors Xiaoliang Wang, Zhou Sheng, Gonglin Yuan

Publication date 15 June 2020

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-019-00787-7

zbMATH Keywords

global convergenceinexact line searchnonconvex functionssufficient descenttrust region

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Methods of quasi-Newton type (90C53)

Review text

This paper presents a family of weak two-term conjugate gradient methods for nonconvex functions. They have the following properties: (1) sufficient descent properties and trust region characteristic without other assumptions; (2) global convergence of the given algorithms under normal assumptions for the nonconvex functions, and linear convergence rate and the \(n\)-step quadratic convergence rate for uniformly convex functions. Numerical results illustrate that the presented algorithms are competetive with the normal algorithms.

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Cited in

(18)

• A modified Dai-Liao conjugate gradient method with a new parameter for solving image restoration problems
• A new hybrid PRPFR conjugate gradient method for solving nonlinear monotone equations and image restoration problems
• Global convergence of a modified two-parameter scaled BFGS method with Yuan-Wei-Lu line search for unconstrained optimization
• A modified three-term type CD conjugate gradient algorithm for unconstrained optimization problems
• Solving unconstrained optimization problems via hybrid CD-DY conjugate gradient methods with applications
• Modified spectral PRP conjugate gradient method for solving tensor eigenvalue complementarity problems
• A new smoothing spectral conjugate gradient method for solving tensor complementarity problems
• Modified three-term Liu-Storey conjugate gradient method for solving unconstrained optimization problems and image restoration problems
• A Dai-Liao-type projection method for monotone nonlinear equations and signal processing
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Uses Software

• CG_DESCENT

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