A Three-Term Conjugate Gradient Algorithm with Quadratic Convergence for Unconstrained Optimization Problems

Gaoyi Wu, Yong Li and Gonglin Yuan

Mathematical Problems in Engineering, 2018, vol. 2018, 1-15

Abstract:

This paper further studies the WYL conjugate gradient (CG) formula with and presents a three-term WYL CG algorithm, which has the sufficiently descent property without any conditions. The global convergence and the linear convergence are proved; moreover the n-step quadratic convergence with a restart strategy is established if the initial step length is appropriately chosen. Numerical experiments for large-scale problems including the normal unconstrained optimization problems and the engineer problems (Benchmark Problems) show that the new algorithm is competitive with the other similar CG algorithms.

Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:4813030

DOI: 10.1155/2018/4813030

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