Two Modified Three-Term Type Conjugate Gradient Methods and Their Global Convergence for Unconstrained Optimization

Zhongbo Sun, Yantao Tian and Hongyang Li

Mathematical Problems in Engineering, 2014, vol. 2014, 1-9

Abstract:

Two modified three-term type conjugate gradient algorithms which satisfy both the descent condition and the Dai-Liao type conjugacy condition are presented for unconstrained optimization. The first algorithm is a modification of the Hager and Zhang type algorithm in such a way that the search direction is descent and satisfies Dai-Liao’s type conjugacy condition. The second simple three-term type conjugate gradient method can generate sufficient decent directions at every iteration; moreover, this property is independent of the steplength line search. Also, the algorithms could be considered as a modification of the MBFGS method, but with different . Under some mild conditions, the given methods are global convergence, which is independent of the Wolfe line search for general functions. The numerical experiments show that the proposed methods are very robust and efficient.

Date: 2014
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/MPE/2014/394096.pdf (application/pdf)
http://downloads.hindawi.com/journals/MPE/2014/394096.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:394096

DOI: 10.1155/2014/394096

Access Statistics for this article

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