A Quadratic Hybridization of Polak–Ribière–Polyak and Fletcher–Reeves Conjugate Gradient Methods

Saman Babaie-Kafaki ()
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Saman Babaie-Kafaki: Semnan University

Journal of Optimization Theory and Applications, 2012, vol. 154, issue 3, No 11, 916-932

Abstract: Abstract In order to take advantage of the attractive features of Polak–Ribière–Polyak and Fletcher–Reeves conjugate gradient methods, two hybridizations of these methods are suggested, using a quadratic relaxation of a hybrid conjugate gradient parameter proposed by Gilbert and Nocedal. In the suggested methods, the hybridization parameter is computed based on a conjugacy condition. Under proper conditions, it is shown that the proposed methods are globally convergent for general objective functions. Numerical results are reported; they demonstrate the efficiency of one of the proposed methods in the sense of the performance profile introduced by Dolan and Moré.

Keywords: Unconstrained optimization; Large-scale optimization; Conjugate gradient algorithm; Line search; Global convergence (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s10957-012-0016-7

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