New Hybrid Conjugate Gradient and Broyden–Fletcher–Goldfarb–Shanno Conjugate Gradient Methods

Predrag S. Stanimirović (), Branislav Ivanov (), Snežana Djordjević () and Ivona Brajević ()
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Predrag S. Stanimirović: University of Niš
Branislav Ivanov: University of Belgrade
Snežana Djordjević: University of Niš
Ivona Brajević: University of Niš

Journal of Optimization Theory and Applications, 2018, vol. 178, issue 3, No 8, 860-884

Abstract: Abstract Three hybrid methods for solving unconstrained optimization problems are introduced. These methods are defined using proper combinations of the search directions and included parameters in conjugate gradient and quasi-Newton methods. The convergence of proposed methods with the underlying backtracking line search is analyzed for general objective functions and particularly for uniformly convex objective functions. Numerical experiments show the superiority of the proposed methods with respect to some existing methods in view of the Dolan and Moré’s performance profile.

Keywords: Global convergence; Backtracking line search; Unconstrained optimization; Conjugate gradient methods; Quasi-Newton methods; 90C30 (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10957-018-1324-3

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