Exploiting damped techniques for nonlinear conjugate gradient methods

Mehiddin Al-Baali (), Andrea Caliciotti (), Giovanni Fasano () and Massimo Roma ()
Additional contact information
Mehiddin Al-Baali: Department of Mathematics and Statistics Sultan Qaboos University, P.O. Box 36, Muscat 123, Oman
Andrea Caliciotti: Department of Computer, Control and Management Engineering Antonio Ruberti (DIAG), University of Rome La Sapienza, Rome, Italy
Massimo Roma: Department of Computer, Control and Management Engineering Antonio Ruberti (DIAG), University of Rome La Sapienza, Rome, Italy

No 2017-05, DIAG Technical Reports from Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza"

Abstract: In this paper we propose the use of damped techniques within Nonlinear Conjugate Gradient (NCG) methods. Damped techniques were introduced by Powell and recently reproposed by Al-Baali and till now, only applied in the framework of quasi{Newton methods. We extend their use to NCG methods in large scale unconstrained optimization, aiming at possibly improving the efficiency and the robustness of the latter methods, especially when solving difficult problems. We consider both unpreconditioned and Pre-conditioned NCG (PNCG). In the latter case, we embed damped techniques within a class of preconditioners based on quasi-Newton updates. Our purpose is to possibly provide efficient preconditioners which approximate, in some sense, the inverse of the Hessian matrix, while still preserving information provided by the secant equation or some of its modifications. The results of an extensive numerical experience highlights that the proposed approach is quite promising.

Keywords: Large scale unconstrained optimization; Nonlinear Conjugate Gradient methods; quasi-Newton updates; damped techniques (search for similar items in EconPapers)
Date: 2017
New Economics Papers: this item is included in nep-cmp and nep-dcm
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.dis.uniroma1.it/~bibdis/RePEc/aeg/report/2017-05.pdf First version, 2017 (application/pdf)

Related works:
Journal Article: Exploiting damped techniques for nonlinear conjugate gradient methods (2017)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:aeg:report:2017-05

Access Statistics for this paper

More papers in DIAG Technical Reports from Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza" Contact information at EDIRC.
Bibliographic data for series maintained by Antonietta Angelica Zucconi ( this e-mail address is bad, please contact ).