Optimal CD-DY Conjugate Gradient Methods with Sufficient Descent

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Abstract

Conjugate Gradient (CG) methods are widely used for large scale unconstrained optimization problems. Most of CG-methods dont always generate a descent search direction, so the descent condition is usually assumed in the analysis and implementations. In this paper, we have studied several modified CG-methods based on the famous CD (CG-method), and show that our new proposed CG-methods produces sufficient descent and converges globally if the Wolfe conditions are satisfied. Moreover, they produces the original version of the CD (CG-method), if the line searches are exact. The numerical results show that the new methods are more effective and promising by comparing with the standard CD and DY (CG-methods).

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Optimal CD-DY Conjugate Gradient Methods with Sufficient Descent. (2013). IRAQI JOURNAL OF STATISTICAL SCIENCES, 13(3), 210-233. https://doi.org/10.33899/iqjoss.2013.084820

How to Cite

Optimal CD-DY Conjugate Gradient Methods with Sufficient Descent. (2013). IRAQI JOURNAL OF STATISTICAL SCIENCES, 13(3), 210-233. https://doi.org/10.33899/iqjoss.2013.084820