A MODIFIED CONJUGATE-DESCENT METHOD AND ITS GLOBAL CONVERGENCE

被引：0
|
作者：
Li, Min [2 ]
Li, Dong-Hui [1 ]
机构：
[1] S China Normal Univ, Sch Math Sci, Guangzhou 510631, Guangdong, Peoples R China
[2] Huaihua Univ, Dept Math & Appl Math, Huaihua 418008, Peoples R China
来源：
PACIFIC JOURNAL OF OPTIMIZATION | 2012年 / 8卷 / 02期
关键词：
unconstrained optimization; Conjugate-Descent method; sufficient descent direction; global convergence; GRADIENT METHOD; LINE SEARCH; GUARANTEED DESCENT; ASCENT METHODS; OPTIMIZATION; ALGORITHM;
D O I：
暂无
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
In this paper, we make a modification to the Conjugate-Descent (CD) method and propose a descent CD method. The method can generate sufficient descent directions for the objective function. Under mild conditions we show that the method is globally convergent if the Armijo line search or the standard Wolfe line search is used. The numerical results show that the proposed descent CD method is efficient.
引用
收藏
页码：247 / 259
页数：13
相关论文
共 50 条
  • [1] A sufficient descent conjugate gradient method and its global convergence
    Cheng, Yunlong
    Mou, Qiong
    Pan, Xianbing
    Yao, Shengwei
    OPTIMIZATION METHODS & SOFTWARE, 2016, 31 (03): : 577 - 590
  • [2] A descent modified Polak-Ribiere-Polyak conjugate gradient method and its global convergence
    Zhang, Li
    Zhou, Weijun
    Li, Dong-Hui
    IMA JOURNAL OF NUMERICAL ANALYSIS, 2006, 26 (04) : 629 - 640
  • [3] The global convergence of a new conjugate descent method
    Chen, Yuan-yuan
    Wang, Zhuo-ping
    Proceedings of the Second International Conference on Game Theory and Applications, 2007, : 22 - 25
  • [4] A modified conjugate gradient method and its global convergence
    Li C.
    International Journal of Simulation: Systems, Science and Technology, 2016, 17 (49): : 40.1 - 40.4
  • [5] A Truncated Descent HS Conjugate Gradient Method and Its Global Convergence
    Cheng, Wanyou
    Zhang, Zongguo
    MATHEMATICAL PROBLEMS IN ENGINEERING, 2009, 2009
  • [6] A modified Perry conjugate gradient method and its global convergence
    Livieris, Ioannis E.
    Pintelas, Panagiotis
    OPTIMIZATION LETTERS, 2015, 9 (05) : 999 - 1015
  • [7] A modified Perry conjugate gradient method and its global convergence
    Ioannis E. Livieris
    Panagiotis Pintelas
    Optimization Letters, 2015, 9 : 999 - 1015
  • [8] The global convergence of a descent PRP conjugate gradient method
    Li, Min
    Feng, Heying
    Liu, Jianguo
    COMPUTATIONAL & APPLIED MATHEMATICS, 2012, 31 (01): : 59 - 83
  • [9] The global convergence of a descent PRP conjugate gradient method
    Li, Min
    Feng, Heying
    Liu, Jianguo
    Computational and Applied Mathematics, 2012, 31 (01) : 59 - 83
  • [10] Global convergence of a descent nonlinear conjugate gradient method
    Li, Xiaoyong
    Liu, Hailin
    ICMS2010: PROCEEDINGS OF THE THIRD INTERNATIONAL CONFERENCE ON MODELLING AND SIMULATION, VOL 1: ENGINEERING COMPUTATION AND FINITE ELEMENT ANALYSIS, 2010, : 79 - 84
12345