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Some descent three-term conjugate gradient methods and their global convergence

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成果类型:
期刊论文
作者:
Zhang, Li;Zhou, Weijun*;Li, Donghui
通讯作者:
Zhou, Weijun
作者机构:
[Zhou, Weijun] Hunan Univ, Dept Appl Math, Changsha 410082, Peoples R China.
Changsha Univ Sci & Technol, Coll Math, Changsha 410076, Peoples R China.
通讯机构:
[Zhou, Weijun] H
Hunan Univ, Dept Appl Math, Changsha 410082, Peoples R China.
语种:
英文
关键词:
Function evaluation;Global optimization;Global convergence;Three term conjugate gradient method;Convergence of numerical methods
期刊:
Optimization Methods and Software
ISSN:
1055-6788
年:
2007
卷:
22
期:
4
页码:
697-711
机构署名:
本校为其他机构
院系归属:
数学与统计学院
摘要:
In this paper, we propose a three-term conjugate gradient method which can produce sufficient descent condition, that is, [image omitted]. This property is independent of any line search used. When an exact line search is used, this method reduces to the standard Hestenes-Stiefel conjugate gradient method. We also introduce two variants of the proposed method which still preserve the sufficient descent property, and prove that these two methods converge globally with standard Wolfe line search even if the minimization function is nonconvex. We also report som...

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