A spectral three-term Hestenes–Stiefel conjugate gradient method

Parvaneh Faramarzi () and Keyvan Amini ()
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Parvaneh Faramarzi: Razi University
Keyvan Amini: Razi University

4OR, 2021, vol. 19, issue 1, No 4, 92 pages

Abstract: Abstract In this paper, according to some suitable features of three-term conjugate gradient methods and excellent theoretical properties of the quasi-Newton methods, a new spectral three-term conjugate gradient is proposed. A modified secant condition is used to compute a suitable spectral parameter. The new search direction ensures the sufficient descent condition without any line search. It is established that the new scheme possesses the global convergence, under the strong Wolfe conditions. Preliminary numerical experiments show the efficiency of the new method, dealing with unconstrained optimization problems.

Keywords: Global convergence; Three-term conjugate gradient method; Unconstrained optimization; Spectral parameter; Modified secant condition; 90C30; 65K05 (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10288-020-00432-3

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