A new globalization technique for nonlinear conjugate gradient methods for nonconvex minimization
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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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Cited in
(16)- Optimal two-parameter geometric and arithmetic mean bounds for the Sándor-Yang mean
- A note on generalized convex functions
- Some new fractional integral inequalities for exponentially \(m\)-convex functions via extended generalized Mittag-Leffler function
- Hermite-Hadamard type inequalities for co-ordinated convex and qausi-convex functions and their applications
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