A Conjugate Gradient Method for Unconstrained Optimization Problems
A hybrid method combining the FR conjugate gradient method and the WYL conjugate gradient method is proposed for unconstrained optimization problems. The presented method possesses the sufficient descent property under the strong Wolfe-Powell (SWP) line search rule relaxing the parameter σ<1. Und...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2009-01-01
|
| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/2009/329623 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1832560072786444288 |
|---|---|
| author | Gonglin Yuan |
| author_facet | Gonglin Yuan |
| author_sort | Gonglin Yuan |
| collection | DOAJ |
| description | A hybrid method combining the FR conjugate gradient method and the WYL conjugate gradient method is proposed for unconstrained optimization problems. The presented method possesses the sufficient descent property under the strong Wolfe-Powell (SWP) line search rule relaxing the parameter σ<1. Under the suitable conditions, the global convergence
with the SWP line search rule and the weak Wolfe-Powell (WWP) line search rule is established for nonconvex function. Numerical results show that this method is better than the FR method and the WYL method. |
| format | Article |
| id | doaj-art-e24ff5202ca841de994c48a643ff0883 |
| institution | Kabale University |
| issn | 0161-1712 1687-0425 |
| language | English |
| publishDate | 2009-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | International Journal of Mathematics and Mathematical Sciences |
| spelling | doaj-art-e24ff5202ca841de994c48a643ff08832025-02-03T01:28:35ZengWileyInternational Journal of Mathematics and Mathematical Sciences0161-17121687-04252009-01-01200910.1155/2009/329623329623A Conjugate Gradient Method for Unconstrained Optimization ProblemsGonglin Yuan0College of Mathematics and Information Science, Guangxi University, Nanning, Guangxi 530004, ChinaA hybrid method combining the FR conjugate gradient method and the WYL conjugate gradient method is proposed for unconstrained optimization problems. The presented method possesses the sufficient descent property under the strong Wolfe-Powell (SWP) line search rule relaxing the parameter σ<1. Under the suitable conditions, the global convergence with the SWP line search rule and the weak Wolfe-Powell (WWP) line search rule is established for nonconvex function. Numerical results show that this method is better than the FR method and the WYL method.http://dx.doi.org/10.1155/2009/329623 |
| spellingShingle | Gonglin Yuan A Conjugate Gradient Method for Unconstrained Optimization Problems International Journal of Mathematics and Mathematical Sciences |
| title | A Conjugate Gradient Method for Unconstrained Optimization Problems |
| title_full | A Conjugate Gradient Method for Unconstrained Optimization Problems |
| title_fullStr | A Conjugate Gradient Method for Unconstrained Optimization Problems |
| title_full_unstemmed | A Conjugate Gradient Method for Unconstrained Optimization Problems |
| title_short | A Conjugate Gradient Method for Unconstrained Optimization Problems |
| title_sort | conjugate gradient method for unconstrained optimization problems |
| url | http://dx.doi.org/10.1155/2009/329623 |
| work_keys_str_mv | AT gonglinyuan aconjugategradientmethodforunconstrainedoptimizationproblems AT gonglinyuan conjugategradientmethodforunconstrainedoptimizationproblems |