A sufficient descent three-term conjugate gradient method via symmetric rank-one update for large-scale optimization

DOI10.1080/02331934.2014.994625zbMath1335.65054OpenAlexW2020974418MaRDI QIDQ2790872

Wah June Leong, Aliyu Usman Moyi

Publication date: 8 March 2016

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: http://psasir.upm.edu.my/id/eprint/53933/1/Sufficient%20descent%20three%20term%20conjugate%20gradient%20method%20.pdf

zbMATH Keywords

algorithmunconstrained optimizationconvergencethree-term conjugate gradient methodnumerical resultlarge-scalesymmetric rank-one updatesufficient descentmemoryless update

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)

Related Items (6)

A note on memory-less SR1 and memory-less BFGS methods for large-scale unconstrained optimization ⋮ Memoryless quasi-Newton methods based on the spectral-scaling Broyden family for Riemannian optimization ⋮ A proximal quasi-Newton method based on memoryless modified symmetric rank-one formula ⋮ A class of three-term derivative-free methods for large-scale nonlinear monotone system of equations and applications to image restoration problems ⋮ A derivative-free three-term projection algorithm involving spectral quotient for solving nonlinear monotone equations ⋮ Inexact proximal memoryless quasi-Newton methods based on the Broyden family for minimizing composite functions

Cites Work

• A simple three-term conjugate gradient algorithm for unconstrained optimization
• Improved Hessian approximation with modified secant equations for symmetric rank-one method
• A restarting approach for the symmetric rank one update for unconstrained optimization
• Efficient generalized conjugate gradient algorithms. I: Theory
• A conjugate direction algorithm without line searches
• Sufficient descent conjugate gradient methods for large-scale optimization problems
• A Three-Term Conjugate Gradient Method with Sufficient Descent Property for Unconstrained Optimization
• Structured symmetric rank-one method for unconstrained optimization
• A modified Polak–Ribière–Polyak conjugate gradient algorithm for unconstrained optimization
• A descent modified Polak–Ribière–Polyak conjugate gradient method and its global convergence
• Global Convergence Properties of Conjugate Gradient Methods for Optimization
• Measures for Symmetric Rank-One Updates
• A Nonlinear Conjugate Gradient Method with a Strong Global Convergence Property
• A New Conjugate Gradient Method with Guaranteed Descent and an Efficient Line Search
• Function minimization by conjugate gradients
• Some descent three-term conjugate gradient methods and their global convergence
• A Two-Term PRP-Based Descent Method
• Methods of conjugate gradients for solving linear systems
• Benchmarking optimization software with performance profiles.

This page was built for publication: A sufficient descent three-term conjugate gradient method via symmetric rank-one update for large-scale optimization