An efficient hybrid conjugate gradient method for unconstrained optimization

	An efficient hybrid conjugate gradient method for unconstrained optimization
	Dai, YH; Yuan, Y
	2001
发表期刊	ANNALS OF OPERATIONS RESEARCH
ISSN	0254-5330
卷号	103 页码:33-47
摘要	Recently, we propose a nonlinear conjugate gradient method, which produces a descent search direction at every iteration and converges globally provided that the cline search satisfies the weak Wolfe conditions. In this paper, we will study methods related to the new nonlinear conjugate gradient method. Specifically, if the size of the scalar A with respect to the one in the new method belongs to some interval, then the corresponding methods are proved to be globally, convergent; otherwise, we are able to construct a convex quadratic example showing that the methods need not converge. Numerical experiments are made for two combinations of the new method and the Hestenes-Stiefel conjugate gradient method. The initial results show that, one of the hybrid methods is especially efficient for the given test problems.
关键词	unconstrained optimization conjugate gradient method line search descent property global convergence
语种	英语
WOS研究方向	Operations Research & Management Science
WOS类目	Operations Research & Management Science
WOS记录号	WOS:000173045500003
出版者	KLUWER ACADEMIC PUBL
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/16711
专题	计算数学与科学工程计算研究所
通讯作者	Dai, YH
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Dai, YH,Yuan, Y. An efficient hybrid conjugate gradient method for unconstrained optimization[J]. ANNALS OF OPERATIONS RESEARCH,2001,103:33-47.
APA	Dai, YH,&Yuan, Y.(2001).An efficient hybrid conjugate gradient method for unconstrained optimization.ANNALS OF OPERATIONS RESEARCH,103,33-47.
MLA	Dai, YH,et al."An efficient hybrid conjugate gradient method for unconstrained optimization".ANNALS OF OPERATIONS RESEARCH 103(2001):33-47.