The Modified HZ Conjugate Gradient Algorithm for Large-Scale Nonsmooth Optimization
Gonglin Yuan,
Zhou Sheng and
Wenjie Liu
PLOS ONE, 2016, vol. 11, issue 10, 1-15
Abstract:
In this paper, the Hager and Zhang (HZ) conjugate gradient (CG) method and the modified HZ (MHZ) CG method are presented for large-scale nonsmooth convex minimization. Under some mild conditions, convergent results of the proposed methods are established. Numerical results show that the presented methods can be better efficiency for large-scale nonsmooth problems, and several problems are tested (with the maximum dimensions to 100,000 variables).
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:plo:pone00:0164289
DOI: 10.1371/journal.pone.0164289
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