A Truncated Descent HS Conjugate Gradient Method and Its Global Convergence

Wanyou Cheng and Zongguo Zhang

Mathematical Problems in Engineering, 2009, vol. 2009, 1-13

Abstract:

Recently, Zhang (2006) proposed a three-term modified HS (TTHS) method for unconstrained optimization problems. An attractive property of the TTHS method is that the direction generated by the method is always descent. This property is independent of the line search used. In order to obtain the global convergence of the TTHS method, Zhang proposed a truncated TTHS method. A drawback is that the numerical performance of the truncated TTHS method is not ideal. In this paper, we prove that the TTHS method with standard Armijo line search is globally convergent for uniformly convex problems. Moreover, we propose a new truncated TTHS method. Under suitable conditions, global convergence is obtained for the proposed method. Extensive numerical experiment show that the proposed method is very efficient for the test problems from the CUTE Library.

Date: 2009
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/MPE/2009/875097.pdf (application/pdf)
http://downloads.hindawi.com/journals/MPE/2009/875097.xml (text/xml)

Related works:
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:hin:jnlmpe:875097

DOI: 10.1155/2009/875097

Access Statistics for this article

More articles in Mathematical Problems in Engineering from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().