A three-term conjugate gradient method with nonmonotone line search for unconstrained optimization
The technique of nonmontone line search has received much attention in nonlinear optimization. This technique can improve the computational cost of the line search process and increase the rate of convergence of the algorithm. However, the convergence of this line search scheme utilizes some rather...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Yokohama Publishers
2016
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/54951/1/A%20three-term%20conjugate%20gradient%20method%20with%20nonmonotone%20line%20search%20for%20.pdf |
| _version_ | 1825931128751521792 |
|---|---|
| author | Moyi, Aliyu Usman Leong, Wah June |
| author_facet | Moyi, Aliyu Usman Leong, Wah June |
| author_sort | Moyi, Aliyu Usman |
| collection | UPM |
| description | The technique of nonmontone line search has received much attention in nonlinear optimization. This technique can improve the computational cost of the line search process and increase the rate of convergence of the algorithm. However, the convergence of this line search scheme utilizes some rather restrictive assumption concerning the search directions, which may not hold for most conjugate gradient methods. Thus in this paper, we propose a three-term conjugate gradient method with nonmonotone backtracking line search technique for solving large scale unconstrained optimization problems. Convergence analysis of the proposed method is established under reasonable conditions. Numerical experiments carried out on benchmark test problems has clearly indicated the effectiveness of the developed algorithm in terms of efficiency and robustness. |
| first_indexed | 2024-03-06T09:22:03Z |
| format | Article |
| id | upm.eprints-54951 |
| institution | Universiti Putra Malaysia |
| language | English |
| last_indexed | 2024-03-06T09:22:03Z |
| publishDate | 2016 |
| publisher | Yokohama Publishers |
| record_format | dspace |
| spelling | upm.eprints-549512019-10-09T08:30:21Z http://psasir.upm.edu.my/id/eprint/54951/ A three-term conjugate gradient method with nonmonotone line search for unconstrained optimization Moyi, Aliyu Usman Leong, Wah June The technique of nonmontone line search has received much attention in nonlinear optimization. This technique can improve the computational cost of the line search process and increase the rate of convergence of the algorithm. However, the convergence of this line search scheme utilizes some rather restrictive assumption concerning the search directions, which may not hold for most conjugate gradient methods. Thus in this paper, we propose a three-term conjugate gradient method with nonmonotone backtracking line search technique for solving large scale unconstrained optimization problems. Convergence analysis of the proposed method is established under reasonable conditions. Numerical experiments carried out on benchmark test problems has clearly indicated the effectiveness of the developed algorithm in terms of efficiency and robustness. Yokohama Publishers 2016 Article PeerReviewed text en http://psasir.upm.edu.my/id/eprint/54951/1/A%20three-term%20conjugate%20gradient%20method%20with%20nonmonotone%20line%20search%20for%20.pdf Moyi, Aliyu Usman and Leong, Wah June (2016) A three-term conjugate gradient method with nonmonotone line search for unconstrained optimization. Pacific Journal of Optimization, 12 (3). pp. 587-601. ISSN 1348-9151 http://www.ybook.co.jp/online2/pjov12-3.html |
| spellingShingle | Moyi, Aliyu Usman Leong, Wah June A three-term conjugate gradient method with nonmonotone line search for unconstrained optimization |
| title | A three-term conjugate gradient method with nonmonotone line search for unconstrained optimization |
| title_full | A three-term conjugate gradient method with nonmonotone line search for unconstrained optimization |
| title_fullStr | A three-term conjugate gradient method with nonmonotone line search for unconstrained optimization |
| title_full_unstemmed | A three-term conjugate gradient method with nonmonotone line search for unconstrained optimization |
| title_short | A three-term conjugate gradient method with nonmonotone line search for unconstrained optimization |
| title_sort | three term conjugate gradient method with nonmonotone line search for unconstrained optimization |
| url | http://psasir.upm.edu.my/id/eprint/54951/1/A%20three-term%20conjugate%20gradient%20method%20with%20nonmonotone%20line%20search%20for%20.pdf |
| work_keys_str_mv | AT moyialiyuusman athreetermconjugategradientmethodwithnonmonotonelinesearchforunconstrainedoptimization AT leongwahjune athreetermconjugategradientmethodwithnonmonotonelinesearchforunconstrainedoptimization AT moyialiyuusman threetermconjugategradientmethodwithnonmonotonelinesearchforunconstrainedoptimization AT leongwahjune threetermconjugategradientmethodwithnonmonotonelinesearchforunconstrainedoptimization |