Optimal CD-DY Conjugate Gradient Methods with Sufficient Descent
Conjugate Gradient (CG) methods are widely used for large scale unconstrained optimization problems. Most of CG-methods don’t always generate a descent search direction, so the descent condition is usually assumed in the analysis and implementations. In this paper, we have studied several modified...
| Main Authors: | , |
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| Format: | Article |
| Language: | Arabic |
| Published: |
College of Computer Science and Mathematics, University of Mosul
2013-12-01
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| Series: | المجلة العراقية للعلوم الاحصائية |
| Online Access: | https://stats.mosuljournals.com/article_84820_f8375a15f410288be53af175f929ab72.pdf |
| Summary: | Conjugate Gradient (CG) methods are widely used for large scale unconstrained optimization problems. Most of CG-methods don’t always generate a descent search direction, so the descent condition is usually assumed in the analysis and implementations. In this paper, we have studied several modified CG-methods based on the famous CD (CG-method), and show that our new proposed CG-methods produces sufficient descent and converges globally if the Wolfe conditions are satisfied. Moreover, they produces the original version of the CD (CG-method), if the line searches are exact. The numerical results show that the new methods are more effective and promising by comparing with the standard CD and DY (CG-methods). |
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| ISSN: | 1680-855X 2664-2956 |