Several guaranteed descent conjugate gradient methods for unconstrained optimization

DOI10.1155/2014/825958MaRDI QIDQ1714779zbMATH OpenOpenAlexWikidataFDO

Authors Yuanyuan Huang, Sanyang Liu

Publication date 1 February 2019

Published in Journal of Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2014/825958

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Methods of reduced gradient type (90C52)

Review text

Summary: This paper investigates a general form of guaranteed descent conjugate gradient methods which satisfies the descent condition \(g^T_k d_k\leq -(1-1/(4\theta_k))\| g_k\|^2\) (\(\theta_k>1/4\)) and which is strongly convergent whenever the weak Wolfe line search is fulfilled. Moreover, we present several specific guaranteed descent conjugate gradient methods and give their numerical results for large-scale unconstrained optimization.

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