一种新的非单调谱共轭梯度算法

Abstract

Abstract:

In this paper, a new spectral conjugate gradient method is proposed. By introducing a hybrid coefficient, the conjugacy parameter is determined based on the combination of PRP and HS methods. Then, a spectral parameter is appropriately chosen such that each search direction is a sufficiently descent direction independent of the employed line search techniques. On the other hand, the nonmonotone line search technique proposed by Zhang and Hager is modified, and under more mild assumptions, the global convergence of the developed algorithm is proved. Numerical experiments are employed to demonstrate the efficiency of the algorithm.

Key words: Spectral conjugate gradient method, Nonmonotone line search, Unconstrained optimization, Global convergence

CLC Number:

90C30

HU Chao-Ming, WAN Zhong, WANG Xu. A New Nonmonotone Spectral Conjugate Gradient Algorithm[J].Acta mathematica scientia,Series A, 2013, 33(1): 78-88.

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References

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A New Nonmonotone Spectral Conjugate Gradient Algorithm

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