In this paper, a new family of Dai-Liao–type conjugate gradient methods are proposed for unconstrained optimization problem. In the new methods, the modified secant equation used in [H. Yabe and M. Takano, Comput. Optim. Appl. 28 (2004) 203–225] is considered in Dai and Liao’s conjugacy condition. Under some certain assumptions, we show that our methods are globally convergent for general functions with strong Wolfe line search. Numerical results illustrate that our proposed methods can outperform some existing ones.
Accepté le :
Première publication :
Publié le :
DOI : 10.1051/ro/2021159
Keywords: Conjugate gradient method, Dai-Liao–type method, modified secant equation
@article{RO_2021__55_6_3281_0,
author = {Zheng, Yutao},
title = {A new family of {Dai-Liao} conjugate gradient methods with modified secant equation for unconstrained optimization},
journal = {RAIRO. Operations Research},
pages = {3281--3291},
year = {2021},
publisher = {EDP-Sciences},
volume = {55},
number = {6},
doi = {10.1051/ro/2021159},
mrnumber = {4338798},
zbl = {1483.65103},
language = {en},
url = {https://www.numdam.org/articles/10.1051/ro/2021159/}
}
TY - JOUR AU - Zheng, Yutao TI - A new family of Dai-Liao conjugate gradient methods with modified secant equation for unconstrained optimization JO - RAIRO. Operations Research PY - 2021 SP - 3281 EP - 3291 VL - 55 IS - 6 PB - EDP-Sciences UR - https://www.numdam.org/articles/10.1051/ro/2021159/ DO - 10.1051/ro/2021159 LA - en ID - RO_2021__55_6_3281_0 ER -
%0 Journal Article %A Zheng, Yutao %T A new family of Dai-Liao conjugate gradient methods with modified secant equation for unconstrained optimization %J RAIRO. Operations Research %D 2021 %P 3281-3291 %V 55 %N 6 %I EDP-Sciences %U https://www.numdam.org/articles/10.1051/ro/2021159/ %R 10.1051/ro/2021159 %G en %F RO_2021__55_6_3281_0
Zheng, Yutao. A new family of Dai-Liao conjugate gradient methods with modified secant equation for unconstrained optimization. RAIRO. Operations Research, Tome 55 (2021) no. 6, pp. 3281-3291. doi: 10.1051/ro/2021159
[1] , An unconstrained optimization test functions collection. Adv. Model. Optim. 10 (2008) 147–161. | MR | Zbl
[2] , , and , A sufficient descent conjugate gradient method and its global convergence. Optim. Methods Softw. 31 (2016) 577–590. | MR | Zbl | DOI
[3] and , A nonlinear conjugate gradient method with a strong global convergence property. SIAM J. Optim. 10 (1999) 177–182. | MR | Zbl | DOI
[4] , Nonlinear conjugate gradient methods, in Wiley Encyclopedia of Operations Research and Management Science (2011). DOI:. | DOI
[5] ., , A family of spectral gradient methods for optimization. Comput. Optim. Appl. 74 (2019) 43–65. | MR | Zbl | DOI
[6] and , New conjugacy conditions and related nonlinear conjugate gradient methods. Appl. Math. Optim. 43 (2001) 87–101. | MR | Zbl | DOI
[7] and , Benchmarking optimization software with performance profiles. Math. Program. 91 (2002) 201–213. | MR | Zbl | DOI
[8] , Function minimization by conjugate gradients. Comput. J. 7 (1964) 149–154. | MR | Zbl | DOI
[9] , and , Multi-step nonlinear conjugate gradient methods for unconstrained minimization. Comput. Optim. Appl. 40 (2008) 191–216. | MR | Zbl | DOI
[10] and , Global convergence properties of conjugate gradient methods for optimization. SIAM J. Optim. 2 (1992) 21–42. | MR | Zbl | DOI
[11] , and , CUTEst: a Constrained and Unconstrained Testing Environment with safe threads for mathematical optimization. Comput. Optim. Appl. 60 (2015) 545–557. | MR | Zbl | DOI
[12] and , A new conjugate gradient method with guaranteed descent and an efficient line search. SIAM J. Optim. 16 (2005) 170–192. | MR | Zbl | DOI
[13] and , A survey of nonlinear conjugate gradient methods. Pacific J. Optim. 2 (2006) 35–58. | MR | Zbl
[14] and , Methods of conjugate gradients for solving linear systems. J. Res. Nat. Bur. Stand. 49 (1952) 409–436. | MR | Zbl | DOI
[15] , , and , Gradient methods exploiting spectral properties. Optim. Methods Softw. 35 (2020) 681–705. | MR | Zbl | DOI
[16] and , A modified self-scaling memoryless Broyden–Fletcher–Goldfarb–Shanno method for unconstrained optimization. J. Optim. Theory Appl. 165 (2015) 209–224. | MR | Zbl | DOI
[17] , and , New conjugacy condition and related new conjugate gradient methods for unconstrained optimization. J. Comput. Appl. Math. 202 (2007) 523–539. | MR | Zbl | DOI
[18] and , Note sur la convergence de méthodes de directions conjuguées. ESAIM: M2AN 3 (1969) 35–43. | MR | Zbl | Numdam
[19] , The conjugate gradient method in extremal problems. USSR Comput. Math. Math. Phys. 9 (1969) 94–112. | Zbl | DOI
[20] and , Global convergence properties of nonlinear conjugate gradient methods with modified secant condition. Comput. Optim. Appl. 28 (2004) 203–225. | MR | Zbl | DOI
[21] and , Properties and numerical performance of quasi-Newton methods with modified quasi-Newton equations. J. Comput. Appl. Math. 137 (2001) 269–278. | MR | Zbl | DOI
[22] , and , A new Dai-Liao conjugate gradient method with optimal parameter choice. Numer. Funct. Anal. Optim. 40 (2019) 194–215. | MR | Zbl | DOI
[23] and , Two new Dai-Liao–type conjugate gradient methods for unconstrained optimization problems. J. Optim. Theory Appl. 175 (2017) 502–509. | MR | Zbl | DOI
Cité par Sources :





