A class of derivative free three-term descent Hestenes-Stiefel conjugate gradient algorithms for constrained nonlinear problems
This paper presents a novel method for solving large-scale nonlinear monotone equations with convex constraints. The method builds upon the conjugate gradient approach and incorporates a search direction of three terms, complemented by a modified line search. The proposed method generates a search d...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
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Elsevier
2024-03-01
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| Series: | Results in Control and Optimization |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S266672072400002X |
| _version_ | 1797259645993091072 |
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| author | Supaporn Chankong Prasert Phaochoo Pramote Charongrattanasakul Nucharin Thongpool |
| author_facet | Supaporn Chankong Prasert Phaochoo Pramote Charongrattanasakul Nucharin Thongpool |
| author_sort | Supaporn Chankong |
| collection | DOAJ |
| description | This paper presents a novel method for solving large-scale nonlinear monotone equations with convex constraints. The method builds upon the conjugate gradient approach and incorporates a search direction of three terms, complemented by a modified line search. The proposed method generates a search direction that guarantees sufficient descent property, irrespective of the line search technique used. We establish the global convergence of the method under mild conditions and conduct numerical experiments to compare it with existing algorithms from the literature. The results demonstrate the method’s effectiveness and robustness, highlighting its potential for practical applications. |
| first_indexed | 2024-03-08T13:19:48Z |
| format | Article |
| id | doaj.art-8ed395662ae04a26b0ed652229d68fd9 |
| institution | Directory Open Access Journal |
| issn | 2666-7207 |
| language | English |
| last_indexed | 2024-04-24T23:12:44Z |
| publishDate | 2024-03-01 |
| publisher | Elsevier |
| record_format | Article |
| series | Results in Control and Optimization |
| spelling | doaj.art-8ed395662ae04a26b0ed652229d68fd92024-03-17T07:58:59ZengElsevierResults in Control and Optimization2666-72072024-03-0114100372A class of derivative free three-term descent Hestenes-Stiefel conjugate gradient algorithms for constrained nonlinear problemsSupaporn Chankong0Prasert Phaochoo1Pramote Charongrattanasakul2Nucharin Thongpool3Division of Mathematics, Department of Mathematics and Computer Science, Faculty of Science and Technology, Rajamangala University of Technology Krungthep, 10120, Bangkok, ThailandDivision of Mathematics, Department of Mathematics and Computer Science, Faculty of Science and Technology, Rajamangala University of Technology Krungthep, 10120, Bangkok, ThailandDivision of Mathematics, Department of Mathematics and Computer Science, Faculty of Science and Technology, Rajamangala University of Technology Krungthep, 10120, Bangkok, ThailandCorresponding author.; Division of Mathematics, Department of Mathematics and Computer Science, Faculty of Science and Technology, Rajamangala University of Technology Krungthep, 10120, Bangkok, ThailandThis paper presents a novel method for solving large-scale nonlinear monotone equations with convex constraints. The method builds upon the conjugate gradient approach and incorporates a search direction of three terms, complemented by a modified line search. The proposed method generates a search direction that guarantees sufficient descent property, irrespective of the line search technique used. We establish the global convergence of the method under mild conditions and conduct numerical experiments to compare it with existing algorithms from the literature. The results demonstrate the method’s effectiveness and robustness, highlighting its potential for practical applications.http://www.sciencedirect.com/science/article/pii/S266672072400002XUnconstrained optimizationNonlinear equationsMonotone operatorConjugate gradient |
| spellingShingle | Supaporn Chankong Prasert Phaochoo Pramote Charongrattanasakul Nucharin Thongpool A class of derivative free three-term descent Hestenes-Stiefel conjugate gradient algorithms for constrained nonlinear problems Results in Control and Optimization Unconstrained optimization Nonlinear equations Monotone operator Conjugate gradient |
| title | A class of derivative free three-term descent Hestenes-Stiefel conjugate gradient algorithms for constrained nonlinear problems |
| title_full | A class of derivative free three-term descent Hestenes-Stiefel conjugate gradient algorithms for constrained nonlinear problems |
| title_fullStr | A class of derivative free three-term descent Hestenes-Stiefel conjugate gradient algorithms for constrained nonlinear problems |
| title_full_unstemmed | A class of derivative free three-term descent Hestenes-Stiefel conjugate gradient algorithms for constrained nonlinear problems |
| title_short | A class of derivative free three-term descent Hestenes-Stiefel conjugate gradient algorithms for constrained nonlinear problems |
| title_sort | class of derivative free three term descent hestenes stiefel conjugate gradient algorithms for constrained nonlinear problems |
| topic | Unconstrained optimization Nonlinear equations Monotone operator Conjugate gradient |
| url | http://www.sciencedirect.com/science/article/pii/S266672072400002X |
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