A descent modified Hager-Zhang conjugate gradient method and its global convergence

In this paper, based on the memoryless BFGS quasi-Newton method, we propose a new modified Hager-Zhang (HZ) type method. An attractive property of the proposed method is that the direction generated by the method is always a descent direction for the objective function. Moreover, if the exact line...

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Main Authors: Ghada M. Al-Naemi, Huda I. Ahmed
Format: Article
Language:Arabic
Published: College of Computer Science and Mathematics, University of Mosul 2011-12-01
Series:المجلة العراقية للعلوم الاحصائية
Online Access:https://stats.mosuljournals.com/article_27909_e5df4c4443ca9fda0e73c3ba4435c094.pdf
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author Ghada M. Al-Naemi
Huda I. Ahmed
author_facet Ghada M. Al-Naemi
Huda I. Ahmed
author_sort Ghada M. Al-Naemi
collection DOAJ
description In this paper, based on the memoryless BFGS quasi-Newton method, we propose a new modified Hager-Zhang (HZ) type method. An attractive property of the proposed method is that the direction generated by the method is always a descent direction for the objective function. Moreover, if the exact line search is used, the new method reduces to the ordinary HS method. Under appropriate conditions, we show that the modified HZ method is globally convergent for convex and general functions. Numerical results are also reported.
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spelling doaj.art-e208edd298b44ab8b9a3efe069fd84022022-12-22T03:30:08ZaraCollege of Computer Science and Mathematics, University of Mosulالمجلة العراقية للعلوم الاحصائية1680-855X2664-29562011-12-0111222223610.33899/iqjoss.2011.2790927909A descent modified Hager-Zhang conjugate gradient method and its global convergenceGhada M. Al-NaemiHuda I. AhmedIn this paper, based on the memoryless BFGS quasi-Newton method, we propose a new modified Hager-Zhang (HZ) type method. An attractive property of the proposed method is that the direction generated by the method is always a descent direction for the objective function. Moreover, if the exact line search is used, the new method reduces to the ordinary HS method. Under appropriate conditions, we show that the modified HZ method is globally convergent for convex and general functions. Numerical results are also reported.https://stats.mosuljournals.com/article_27909_e5df4c4443ca9fda0e73c3ba4435c094.pdf
spellingShingle Ghada M. Al-Naemi
Huda I. Ahmed
A descent modified Hager-Zhang conjugate gradient method and its global convergence
المجلة العراقية للعلوم الاحصائية
title A descent modified Hager-Zhang conjugate gradient method and its global convergence
title_full A descent modified Hager-Zhang conjugate gradient method and its global convergence
title_fullStr A descent modified Hager-Zhang conjugate gradient method and its global convergence
title_full_unstemmed A descent modified Hager-Zhang conjugate gradient method and its global convergence
title_short A descent modified Hager-Zhang conjugate gradient method and its global convergence
title_sort descent modified hager zhang conjugate gradient method and its global convergence
url https://stats.mosuljournals.com/article_27909_e5df4c4443ca9fda0e73c3ba4435c094.pdf
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AT ghadamalnaemi descentmodifiedhagerzhangconjugategradientmethodanditsglobalconvergence
AT hudaiahmed descentmodifiedhagerzhangconjugategradientmethodanditsglobalconvergence