TY - JOUR
T1 - Applying the Powell's Symmetrical Technique to Conjugate Gradient Methods with the Generalized Conjugacy Condition
AU - Benrabia, Noureddine
AU - Laskri, Yamina
AU - Guebbai, Hamza
AU - Al-Baali, Mehiddin
N1 - Publisher Copyright:
© 2016, Taylor & Francis.
PY - 2016/7/2
Y1 - 2016/7/2
N2 - This article proposes new conjugate gradient method for unconstrained optimization by applying the Powell symmetrical technique in a defined sense. Using the Wolfe line search conditions, the global convergence property of the method is also obtained based on the spectral analysis of the conjugate gradient iteration matrix and the Zoutendijk condition for steepest descent methods. Preliminary numerical results for a set of 86 unconstrained optimization test problems verify the performance of the algorithm and show that the Generalized Descent Symmetrical Hestenes-Stiefel algorithm is competitive with the Fletcher-Reeves (FR) and Polak-Ribiére-Polyak (PRP+) algorithms.
AB - This article proposes new conjugate gradient method for unconstrained optimization by applying the Powell symmetrical technique in a defined sense. Using the Wolfe line search conditions, the global convergence property of the method is also obtained based on the spectral analysis of the conjugate gradient iteration matrix and the Zoutendijk condition for steepest descent methods. Preliminary numerical results for a set of 86 unconstrained optimization test problems verify the performance of the algorithm and show that the Generalized Descent Symmetrical Hestenes-Stiefel algorithm is competitive with the Fletcher-Reeves (FR) and Polak-Ribiére-Polyak (PRP+) algorithms.
KW - Conjugate gradient method
KW - generalized conjugacy condition
KW - global convergence
KW - spectral analysis
KW - symmetrical technique
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U2 - 10.1080/01630563.2016.1178142
DO - 10.1080/01630563.2016.1178142
M3 - Article
AN - SCOPUS:84977516659
SN - 0163-0563
VL - 37
SP - 839
EP - 849
JO - Numerical Functional Analysis and Optimization
JF - Numerical Functional Analysis and Optimization
IS - 7
ER -