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Some new three-term Hestenes–Stiefel conjugate gradient methods with affine combination
- Source :
- Optimization. 66:759-776
- Publication Year :
- 2017
- Publisher :
- Informa UK Limited, 2017.
-
Abstract
- In this paper, a modified Hestenes–Stiefel conjugate gradient method for unconstrained problems is developed, which can achieves the twin goals of generating sufficient descent direction at each iteration as well as being close to the Newton direction. In our methods, the hybridization parameter can also be obtained based on other kinds of conjugacy conditions. Under mild condition, we establish their global convergence for general objective functions. Numerical experimentation with the new method indicates that it efficiently solves the test problems and therefore is promising.
- Subjects :
- Mathematical optimization
021103 operations research
Control and Optimization
Applied Mathematics
0211 other engineering and technologies
010103 numerical & computational mathematics
02 engineering and technology
Derivation of the conjugate gradient method
Management Science and Operations Research
01 natural sciences
Newton's method in optimization
Nonlinear conjugate gradient method
Affine combination
Conjugate gradient method
Conjugate residual method
Applied mathematics
0101 mathematics
Gradient descent
Gradient method
Mathematics
Subjects
Details
- ISSN :
- 10294945 and 02331934
- Volume :
- 66
- Database :
- OpenAIRE
- Journal :
- Optimization
- Accession number :
- edsair.doi...........9021c42d9e8ad006087a1aaa5e677e0e