An improved Perry conjugate gradient method with adaptive parameter choice
type: Item
instance of: scholarly article
title: An improved Perry conjugate gradient method with adaptive parameter choice
zbMATH Open document ID: 1396.65099
author: Shengwei Yao
author: Donglei He
author: Lihua Shi
published in: Numerical Algorithms
publication date: 2018-08-10T00:00:00Z
review text: The authors propose an improvement of the Perry conjugate gradient method (see [\textit{A. Perry}, Oper. Res. 26, 1073--1078 (1978; Zbl 0419.90074)]) for solving unconstrained minimization problems \(f(x) ~\longmapsto~ \min,~ x \in \mathbb R^n\), where \(f:\mathbb R^n ~\mapsto\mathbb R\) is a continuous function bounded from below. The authors use the modification of conjugacy conditions by \textit{Y. H. Dai} and \textit{L. Z. Liao} [Appl. Math. Optim. 43, No. 1, 87--101 (2001; Zbl 0973.65050)], construct an improved Perry update matrix and study its properties. Further, the new improved Perry conjugate gradient algorithm is described and its convergence is studied. The investigation of numerical performance shows that the proposed algorithm has efficiency, which is either comparable or outperforms the efficiency of some previously published algorithms.
reviewed by: Karel Zimmermann
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C26
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C53
zbMATH DE Number: 6916372
zbMATH Keywords: mathematical programming
zbMATH Keywords: continuous optimization
zbMATH Keywords: conjugate gradient methods
zbMATH Keywords: Perry update matrix
zbMATH Keywords: global convergence
describes a project that uses: CUTE
describes a project that uses: CUTEr
describes a project that uses: SCALCG
describes a project that uses: SifDec
describes a project that uses: CG_DESCENT
MaRDI profile type: Publication
full work available at URL: s11075-017-0422-x
OpenAlex ID: W2758502599
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DOI: 10.1007/S11075-017-0422-X
description: scientific article; zbMATH DE number 6916372