Spectral-like conjugate gradient methods with sufficient descent property for vector optimization

Jamilu Yahaya, Poom Kumam, Sani Salisu and Kanokwan Sitthithakerngkiet

PLOS ONE, 2024, vol. 19, issue 5, 1-22

Abstract: Several conjugate gradient (CG) parameters resulted in promising methods for optimization problems. However, it turns out that some of these parameters, for example, ‘PRP,’ ‘HS,’ and ‘DL,’ do not guarantee sufficient descent of the search direction. In this work, we introduce new spectral-like CG methods that achieve sufficient descent property independently of any line search (LSE) and for arbitrary nonnegative CG parameters. We establish the global convergence of these methods for four different parameters using Wolfe LSE. Our algorithm achieves this without regular restart and assumption of convexity regarding the objective functions. The sequences generated by our algorithm identify points that satisfy the first-order necessary condition for Pareto optimality. We conduct computational experiments to showcase the implementation and effectiveness of the proposed methods. The proposed spectral-like methods, namely nonnegative SPRP, SHZ, SDL, and SHS, exhibit superior performance based on their arrangement, outperforming HZ and SP methods in terms of the number of iterations, function evaluations, and gradient evaluations.

Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:plo:pone00:0302441

DOI: 10.1371/journal.pone.0302441

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