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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Format: | Article |
Language: | Arabic |
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College of Computer Science and Mathematics, University of Mosul
2011-12-01
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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. |
first_indexed | 2024-04-12T14:03:47Z |
format | Article |
id | doaj.art-e208edd298b44ab8b9a3efe069fd8402 |
institution | Directory Open Access Journal |
issn | 1680-855X 2664-2956 |
language | Arabic |
last_indexed | 2024-04-12T14:03:47Z |
publishDate | 2011-12-01 |
publisher | College of Computer Science and Mathematics, University of Mosul |
record_format | Article |
series | المجلة العراقية للعلوم الاحصائية |
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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