A new conjugate gradient method based on quasi-Newton equation for unconstrained optimization

DOI10.1016/j.cam.2018.10.035OpenAlexW2899329799MaRDI QIDQ1713190

Jianglan Yu, Juanjuan Shi, Xiao Liang Dong, Xiang-Li Li

Publication date: 24 January 2019

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2018.10.035

zbMATH Keywords

global convergencequasi-Newton equationspectral conjugate gradient methodunconstrained optimization problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53) Methods of reduced gradient type (90C52)

Related Items (8)

A hybrid FR-DY conjugate gradient algorithm for unconstrained optimization with application in portfolio selection ⋮ Estimation of boundary condition of two-dimensional nonlinear PDE with application to continuous casting ⋮ Modified Newton integration algorithm with noise suppression for online dynamic nonlinear optimization ⋮ Unnamed Item ⋮ A spectral three-term Hestenes-Stiefel conjugate gradient method ⋮ Some three-term conjugate gradient methods with the new direction structure ⋮ A new descent spectral Polak-Ribière-Polyak method based on the memoryless BFGS update ⋮ Global convergence of a modified spectral three-term CG algorithm for nonconvex unconstrained optimization problems

Cites Work

• Unnamed Item
• Parallel algorithms for large-scale linearly constrained minimization problem
• An accurate active set Newton algorithm for large scale bound constrained optimization.
• Parallel SSLE algorithm for large scale constrained optimization
• A spectral PRP conjugate gradient methods for nonconvex optimization problem based on modified line search
• Exploiting damped techniques for nonlinear conjugate gradient methods
• Quasi-Newton based preconditioning and damped quasi-Newton schemes for nonlinear conjugate gradient methods
• A decomposition method for large-scale box constrained optimization
• Global convergence properties of nonlinear conjugate gradient methods with modified secant condition
• A new class of spectral conjugate gradient methods based on a modified secant equation for unconstrained optimization
• A new class of smoothing functions and a smoothing Newton method for complementarity problems
• Efficient generalized conjugate gradient algorithms. II: Implementation
• Three modified Polak-Ribière-Polyak conjugate gradient methods with sufficient descent property
• A descent modified Polak–Ribière–Polyak conjugate gradient method and its global convergence
• Spectral conjugate gradient methods with sufficient descent property for large-scale unconstrained optimization
• Global Convergence Properties of Conjugate Gradient Methods for Optimization
• A Nonlinear Conjugate Gradient Method with a Strong Global Convergence Property
• Function minimization by conjugate gradients
• A Two-Term PRP-Based Descent Method
• Methods of conjugate gradients for solving linear systems
• Properties and numerical performance of quasi-Newton methods with modified quasi-Newton equations

This page was built for publication: A new conjugate gradient method based on quasi-Newton equation for unconstrained optimization