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Abstract: A simple three-term conjugate gradient algorithm which satisfies both the descent condition and the conjugacy condition is presented. This algorithm is a modification of the Hestenes and Stiefel algorithm (Hestenes and Stiefel, 1952) [10], or that of Hager and Zhang (Hager and Zhang, 2005) [23] in such a way that the search direction is descent and it satisfies the conjugacy condition. These properties are independent of the line search. Also, the algorithm could be considered as a modification of the memoryless BFGS quasi-Newton method. The new approximation of the minimum is obtained by the general Wolfe line search, now using a standard acceleration technique developed by Andrei (2009) [27]. For uniformly convex functions, under standard assumptions, the global convergence of the algorithm is proved. Numerical comparisons of the suggested three-term conjugate gradient algorithm versus six other three-term conjugate gradient algorithms, using a set of 750 unconstrained optimization problems, show that all these computational schemes have similar performances, the suggested one being slightly faster and more robust. The proposed three-term conjugate gradient algorithm substantially outperforms the well-known Hestenes and Stiefel conjugate gradient algorithm, as well as the more elaborate CG_DESCENT algorithm. Using five applications from the MINPACK-2 test problem collection (Averick et al., 1992) [25], with variables, we show that the suggested three-term conjugate gradient algorithm is the top performer versus CG_DESCENT. [Copyright &y& Elsevier]

Abstract: Conjugate gradient methods have been paid attention to, because they can be directly applied to large-scale unconstrained optimization problems. In order to incorporate second order information of the objective function into conjugate gradient methods, Dai and Liao (2001) proposed a conjugate gradient method based on the secant condition. However, their method does not necessarily generate a descent search direction. On the other hand, Hager and Zhang (2005) proposed another conjugate gradient method which always generates a descent search direction. In this paper, combining Dai–Liao’s idea and Hager–Zhang’s idea, we propose conjugate gradient methods based on secant conditions that generate descent search directions. In addition, we prove global convergence properties of the proposed methods. Finally, preliminary numerical results are given. [Copyright &y& Elsevier]

Abstract: We consider an efficient trust-region framework which employs a new nonmonotone line search technique for unconstrained optimization problems. Unlike the traditional nonmonotone trust-region method, our proposed algorithm avoids resolving the subproblem whenever a trial step is rejected. Instead, it performs a nonmonotone Armijo-type line search in direction of the rejected trial step to construct a new point. Theoretical analysis indicates that the new approach preserves the global convergence to the first-order critical points under classical assumptions. Moreover, superlinear and quadratic convergence are established under suitable conditions. Numerical experiments show the efficiency and effectiveness of the proposed approach for solving unconstrained optimization problems. [Copyright &y& Elsevier]

Abstract: It is well-known that the PRP conjugate gradient method with exact line search is globally and linearly convergent. If a restart strategy is used, the convergence rate of the method can be an -step superlinear/quadratic convergence. Recently, Zhang et al. [L. Zhang, W. Zhou, D.H. Li, A descent modified Polak–Ribière–Polyak conjugate gradient method and its global convergence, IMA J. Numer. Anal. 26 (2006) 629–640] developed a modified PRP (MPRP) method that is globally convergent if an inexact line search is used. In this paper, we investigate the convergence rate of the MPRP method with inexact line search. We first show that the MPRP method with Armijo line search or Wolfe line search is linearly convergent. We then show that the MPRP method with a restart strategy still retains -step superlinear/quadratic convergence if the initial steplength is appropriately chosen. We also do some numerical experiments. The results show that the restart MPRP method does converge quadratically. Moreover, it is more efficient than the non-restart method. [Copyright &y& Elsevier]

Abstract: In this paper, we propose a trust region method for unconstrained optimization that can be regarded as a combination of conic model, nonmonotone and line search techniques. Unlike in traditional trust region methods, the subproblem of our algorithm is the conic minimization subproblem; moreover, our algorithm performs a nonmonotone line search to find the next iteration point when a trial step is not accepted, instead of resolving the subproblem. The global and superlinear convergence results for the algorithm are established under reasonable assumptions. Numerical results show that the new method is efficient for unconstrained optimization problems. [ABSTRACT FROM AUTHOR]

Abstract: In this paper, a new spectral PRP conjugate gradient algorithm has been developed for solving unconstrained optimization problems, where the search direction was a kind of combination of the gradient and the obtained direction, and the steplength was obtained by the Wolfe-type inexact line search. It was proved that the search direction at each iteration is a descent direction of objective function. Under mild conditions, we have established the global convergence theorem of the proposed method. Numerical results showed that the algorithm is promising, particularly, compared with the existing several main methods. [ABSTRACT FROM AUTHOR]

Abstract: New accelerated nonlinear conjugate gradient algorithms which are mainly modifications of Dai and Yuan’s for unconstrained optimization are proposed. Using the exact line search, the algorithm reduces to the Dai and Yuan conjugate gradient computational scheme. For inexact line search the algorithm satisfies the sufficient descent condition. Since the step lengths in conjugate gradient algorithms may differ from 1 by two orders of magnitude and tend to vary in a very unpredictable manner, the algorithms are equipped with an acceleration scheme able to improve the efficiency of the algorithms. Computational results for a set consisting of 750 unconstrained optimization test problems show that these new conjugate gradient algorithms substantially outperform the Dai–Yuan conjugate gradient algorithm and its hybrid variants, Hestenes–Stiefel, Polak–Ribière–Polyak, CONMIN conjugate gradient algorithms, limited quasi-Newton algorithm LBFGS and compare favorably with CG_DESCENT. In the frame of this numerical study the accelerated scaled memoryless BFGS preconditioned conjugate gradient ASCALCG algorithm proved to be more robust. [Copyright &y& Elsevier]

Abstract: A modified conjugate gradient method is presented for solving unconstrained optimization problems, which possesses the following properties: (i) The sufficient descent property is satisfied without any line search; (ii) The search direction will be in a trust region automatically; (iii) The Zoutendijk condition holds for the Wolfe–Powell line search technique; (iv) This method inherits an important property of the well-known Polak–Ribière–Polyak (PRP) method: the tendency to turn towards the steepest descent direction if a small step is generated away from the solution, preventing a sequence of tiny steps from happening. The global convergence and the linearly convergent rate of the given method are established. Numerical results show that this method is interesting. [Copyright &y& Elsevier]

Abstract: In this paper, a new trust region algorithm is proposed for solving unconstrained optimization problems. This method can be regarded as a combination of trust region technique, fixed step-length and ODE-based methods. A feature of this proposed method is that at each iteration, only a system of linear equations is solved to obtain a trial step. Another is that when a trial step is not accepted, the method generates an iterative point whose step-length is defined by a formula. Under some standard assumptions, it is proven that the algorithm is globally convergent and locally superlinear convergent. Preliminary numerical results are reported. [Copyright &y& Elsevier]

In this paper, a modification to the Polak–Ribiére–Polyak (PRP) nonlinear conjugate gradient method is presented. The proposed method always generates a sufficient descent direction independent of the accuracy of the line search and the convexity of the objective function. Under appropriate conditions, the modified method is proved to possess global convergence under the Wolfe or Armijo-type line search. Moreover, the proposed methodology is adopted in the Hestenes–Stiefel (HS) and Liu–Storey (LS) methods. Extensive preliminary numerical experiments are used to illustrate the efficiency of the proposed method. [ABSTRACT FROM AUTHOR]