Acta mathematica scientia,Series A ›› 2021, Vol. 41 ›› Issue (6): 1871-1879.

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A Modified Three-Term WYL Conjugate Gradient Method

Zhibin Zhu(),Yuanhang Geng*()   

  1. School of Mathematics and Computing Science, Guilin University of Electronic Technology&Guangxi Colleges and Universities Key Laboratory of Data Analysis and Computation, Guangxi Guilin 541004
  • Received:2020-11-06 Online:2021-12-26 Published:2021-12-02
  • Contact: Yuanhang Geng E-mail:zhuzb@guet.edu.cn;18434164700@163.com
  • Supported by:
    the NSFC(61967004);the NSFC(11901137);the Guangxi Key Laboratory of Automatic Detecting Technology and Instruments(YQ20113);the Guangxi Key Laboratory of Automatic Detecting Technology and Instruments(YQ20114);the Guangxi Key Laboratory of Cryptography and Information Security(GCIS201927);the Guangxi Key Laboratory of Cryptography and Information Security(GCIS201621);the Innovation Project of GUET Graduate Education(2021YCXS118)

Abstract:

Conjugate gradient method is an important algorithm to solve a class of large-scale optimization problems, and it has the advantages of simple calculation and fast convergence. This method satisfies the sufficient descent condition without relying on any line search method, and it has global convergence under the modified Armijo line search. Numerical results of experiments show that the method is effective.

Key words: Unconstrained optimization, WYL conjugate gradient, Global convergence, Sufficient descent

CLC Number: 

  • O221.2
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