Global convergence property with inexact line search for a new conjugate gradient method

被引:0
|
作者
Ben Hanachi, Sabrina [1 ]
Sellami, Badreddine [1 ]
Belloufi, Mohammed [1 ]
机构
[1] Univ Mohamed Cherif Messaadia, Dept Math & Comp Sci, Souk Ahras, Algeria
关键词
Nonlinear unconstrained optimization; Conjugate gradient; Line search; Global convergence; SOLVING UNCONSTRAINED OPTIMIZATION; CONVEX COMBINATION; ALGORITHM; PRP; FR;
D O I
10.36922/ijocta.1543
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
To develop new conjugate gradient (CG) methods that are both theoretically robust and practically effective for solving unconstrained optimization problems, we propose novel hybrid conjugate gradient algorithms. In these algorithms, the scale parameter /3k is defined as a convex combination of /3HZ k (from Hager and Zhang's method) and /3kBA (from Al-Bayati and Al-Assady's method). In one hybrid algorithm, the parameter in the convex combination is determined to satisfy the conjugacy condition, independent of the line search.In the other algorithm, the parameter is computed to ensure that the conjugate gradient direction aligns with the Newton direction. Under certain conditions, the proposed methods guarantee a sufficient descent at each iteration and exhibit global convergence properties. Furthermore, numerical results demonstrate that the hybrid computational scheme based on the conjugacy condition is efficient and performs favorably compared to some well-known algorithms.
引用
收藏
页码:25 / 34
页数:10
相关论文
共 50 条
  • [1] The convergence rate of a restart MFR conjugate gradient method with inexact line search
    Qu, Aiping
    Li, Donghui
    Li, Min
    APPLIED MATHEMATICS AND COMPUTATION, 2012, 218 (23) : 11380 - 11390
  • [2] Some global convergence properties of the Wei-Yao-Liu conjugate gradient method with inexact line search
    Lu, Sha
    Wei, Zengxin
    Mo, Liliu
    APPLIED MATHEMATICS AND COMPUTATION, 2011, 217 (17) : 7132 - 7137
  • [3] DESCENT PROPERTY AND GLOBAL CONVERGENCE OF THE FLETCHER REEVES METHOD WITH INEXACT LINE SEARCH
    ALBAALI, M
    IMA JOURNAL OF NUMERICAL ANALYSIS, 1985, 5 (01) : 121 - 124
  • [4] A New Conjugate Gradient Method and Its Global Convergence under the Exact Line Search
    Omer, Osman
    Rivaie, Mohd
    Mamat, Mustafa
    Abdalla, Awad
    INTERNATIONAL CONFERENCE ON QUANTITATIVE SCIENCES AND ITS APPLICATIONS (ICOQSIA 2014), 2014, 1635 : 639 - 646
  • [5] Global Convergence of the Conjugate Descent Method Under a kind of Inexact Line Search Conditions
    XU Ze-shui Institute of Sciences
    JournalofSystemsScienceandSystemsEngineering, 2002, (01) : 1 - 5
  • [6] Global convergence of three-term conjugate gradient methods on general functions under a new inexact line search strategy
    Dehmiry, Alireza Hosseini
    Kargarfard, Maryam
    ENGINEERING OPTIMIZATION, 2024, 56 (02) : 240 - 251
  • [7] The R-convergence Rate of MDY Conjugate Gradient Method with Inexact Line Search for Unconstrained Optimization
    Sun, Zhongbo
    Xu, Chunling
    Gao, Haiyin
    2013 25TH CHINESE CONTROL AND DECISION CONFERENCE (CCDC), 2013, : 4542 - 4547
  • [8] The convergence of conjugate gradient method with nonmonotone line search
    Shi, Zhen-Jun
    Wang, Shengquan
    Xu, Zhiwei
    APPLIED MATHEMATICS AND COMPUTATION, 2010, 217 (05) : 1921 - 1932
  • [9] Global convergence of conjugate gradient methods without line search
    Sun, J
    Zhang, JP
    ANNALS OF OPERATIONS RESEARCH, 2001, 103 (1-4) : 161 - 173
  • [10] Global Convergence of Conjugate Gradient Methods without Line Search
    Jie Sun
    Jiapu Zhang
    Annals of Operations Research, 2001, 103 : 161 - 173