A conjugate gradient algorithm for large-scale unconstrained optimization problems and nonlinear equations

Abstract For large-scale unconstrained optimization problems and nonlinear equations, we propose a new three-term conjugate gradient algorithm under the Yuan–Wei–Lu line search technique. It combines the steepest descent method with the famous conjugate gradient algorithm, which utilizes both the re...

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Main Authors: Gonglin Yuan, Wujie Hu
Format: Article
Language:English
Published: SpringerOpen 2018-05-01
Series:Journal of Inequalities and Applications
Subjects:
Online Access:http://link.springer.com/article/10.1186/s13660-018-1703-1
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author Gonglin Yuan
Wujie Hu
author_facet Gonglin Yuan
Wujie Hu
author_sort Gonglin Yuan
collection DOAJ
description Abstract For large-scale unconstrained optimization problems and nonlinear equations, we propose a new three-term conjugate gradient algorithm under the Yuan–Wei–Lu line search technique. It combines the steepest descent method with the famous conjugate gradient algorithm, which utilizes both the relevant function trait and the current point feature. It possesses the following properties: (i) the search direction has a sufficient descent feature and a trust region trait, and (ii) the proposed algorithm globally converges. Numerical results prove that the proposed algorithm is perfect compared with other similar optimization algorithms.
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spelling doaj.art-440d380669c447f5b388f439730371df2022-12-21T22:53:49ZengSpringerOpenJournal of Inequalities and Applications1029-242X2018-05-012018111910.1186/s13660-018-1703-1A conjugate gradient algorithm for large-scale unconstrained optimization problems and nonlinear equationsGonglin Yuan0Wujie Hu1College of Mathematics and Information Science, Guangxi UniversityCollege of Mathematics and Information Science, Guangxi UniversityAbstract For large-scale unconstrained optimization problems and nonlinear equations, we propose a new three-term conjugate gradient algorithm under the Yuan–Wei–Lu line search technique. It combines the steepest descent method with the famous conjugate gradient algorithm, which utilizes both the relevant function trait and the current point feature. It possesses the following properties: (i) the search direction has a sufficient descent feature and a trust region trait, and (ii) the proposed algorithm globally converges. Numerical results prove that the proposed algorithm is perfect compared with other similar optimization algorithms.http://link.springer.com/article/10.1186/s13660-018-1703-1Conjugate gradientDescent propertyGlobal convergence
spellingShingle Gonglin Yuan
Wujie Hu
A conjugate gradient algorithm for large-scale unconstrained optimization problems and nonlinear equations
Journal of Inequalities and Applications
Conjugate gradient
Descent property
Global convergence
title A conjugate gradient algorithm for large-scale unconstrained optimization problems and nonlinear equations
title_full A conjugate gradient algorithm for large-scale unconstrained optimization problems and nonlinear equations
title_fullStr A conjugate gradient algorithm for large-scale unconstrained optimization problems and nonlinear equations
title_full_unstemmed A conjugate gradient algorithm for large-scale unconstrained optimization problems and nonlinear equations
title_short A conjugate gradient algorithm for large-scale unconstrained optimization problems and nonlinear equations
title_sort conjugate gradient algorithm for large scale unconstrained optimization problems and nonlinear equations
topic Conjugate gradient
Descent property
Global convergence
url http://link.springer.com/article/10.1186/s13660-018-1703-1
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