A family of three-term conjugate gradient methods with sufficient descent property for unconstrained optimization

Mehiddin Al-Baali, Yasushi Narushima*, Hiroshi Yabe

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

48 Citations (Scopus)

Abstract

Recently, conjugate gradient methods, which usually generate descent search directions, are useful for large-scale optimization. Narushima et al. (SIAM J Optim 21:212–230, 2011) have proposed a three-term conjugate gradient method which satisfies a sufficient descent condition. We extend this method to two parameters family of three-term conjugate gradient methods which can be used to control the magnitude of the directional derivative. We show that these methods converge globally and work well for suitable choices of the parameters. Numerical results are also presented.

Original languageEnglish
Pages (from-to)89-110
Number of pages22
JournalComputational Optimization and Applications
Volume60
Issue number1
DOIs
Publication statusPublished - Jan 2014

Keywords

  • Global convergence
  • Sufficient descent condition
  • Three-term conjugate gradient method
  • Unconstrained optimization

ASJC Scopus subject areas

  • Control and Optimization
  • Computational Mathematics
  • Applied Mathematics

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