Global convergence of a spectral conjugate gradient method for unconstrained optimization
type: Item
instance of: scholarly article
title: Global convergence of a spectral conjugate gradient method for unconstrained optimization
zbMATH Open document ID: 1246.90159
DOI: 10.1155/2012/758287
author: Jinkui Liu
author: Youyi Jiang
published in: Abstract and Applied Analysis
publication date: 2012-09-07T00:00:00Z
review text: Summary: A new nonlinear spectral conjugate descent method for solving unconstrained optimization problems is proposed on the basis of the CD method and the spectral conjugate gradient method. For any line search, the new method satisfies the sufficient descent condition \(g^T_k d_k < -||g_k||^2\). Moreover, we prove that the new method is globally convergent under the strong Wolfe line search. The numerical results show that the new method is more effective for the given test problems from the CUTE test problem library [\textit{I. Bongartz, A. R. Conn, N. Gould} and \textit{P. L. Toint}, ACM Trans. Math. Softw. 21, No. 1, 123--160 (1995; Zbl 0886.65058)] in contrast to the famous CD method, FR method, and PRP method.
Mathematics Subject Classification ID: 90C52
Mathematics Subject Classification ID: 65K05
zbMATH DE Number: 6078801
zbMATH Keywords: spectral conjugate gradient method
zbMATH Keywords: unconstrained optimization
Wikidata QID: Q58696746
describes a project that uses: CUTE
describes a project that uses: CUTEr
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2012/758287
OpenAlex ID: W2056315187
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description: scientific article; zbMATH DE number 6078801