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New hybrid conjugate gradient methods with the generalized Wolfe line search

The conjugate gradient method was an efficient technique for solving the unconstrained optimization problem. In this paper, we made a linear combination with parameters β(k) of the DY method and the HS method, and putted forward the hybrid method of DY and HS. We also proposed the hybrid of FR and P...

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Detalles Bibliográficos
Autores principales: Xu, Xiao, Kong, Fan-yu
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2016
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4920800/
https://www.ncbi.nlm.nih.gov/pubmed/27386329
http://dx.doi.org/10.1186/s40064-016-2522-9
Descripción
Sumario:The conjugate gradient method was an efficient technique for solving the unconstrained optimization problem. In this paper, we made a linear combination with parameters β(k) of the DY method and the HS method, and putted forward the hybrid method of DY and HS. We also proposed the hybrid of FR and PRP by the same mean. Additionally, to present the two hybrid methods, we promoted the Wolfe line search respectively to compute the step size α(k) of the two hybrid methods. With the new Wolfe line search, the two hybrid methods had descent property and global convergence property of the two hybrid methods that can also be proved.