scholarly journals The Conjugate Gradient Method and Trust Regions in Large Scale Optimization

1983 ◽  
Vol 20 (3) ◽  
pp. 626-637 ◽  
Author(s):  
Trond Steihaug
Keyword(s):  
Conjugate Gradient Method ◽  
Conjugate Gradient ◽  
Gradient Method ◽  
Large Scale ◽  
Large Scale Optimization ◽  
Trust Regions ◽  
Scale Optimization

scholarly journals On the Strong Convergence of a Sufficient Descent Polak-Ribière-Polyak Conjugate Gradient Method

2014 ◽  
Vol 2014 ◽  
pp. 1-7
Author(s):  
Min Sun ◽  
Jing Liu
Keyword(s):  
Strong Convergence ◽  
Conjugate Gradient Method ◽  
Conjugate Gradient ◽  
Gradient Method ◽  
Large Scale ◽  
Optimization Problems ◽  
Line Searches ◽  
Unconstrained Optimization Problems ◽  
Sufficient Descent ◽  
Large Scale Unconstrained Optimization

Recently, Zhang et al. proposed a sufficient descent Polak-Ribière-Polyak (SDPRP) conjugate gradient method for large-scale unconstrained optimization problems and proved its global convergence in the sense thatlim infk→∞∥∇f(xk)∥=0when an Armijo-type line search is used. In this paper, motivated by the line searches proposed by Shi et al. and Zhang et al., we propose two new Armijo-type line searches and show that the SDPRP method has strong convergence in the sense thatlimk→∞∥∇f(xk)∥=0under the two new line searches. Numerical results are reported to show the efficiency of the SDPRP with the new Armijo-type line searches in practical computation.

A new three-term spectral conjugate gradient algorithm with higher numerical performance for solving large scale optimization problems based on Quasi-Newton equation

2021 ◽  
pp. 2150053
Author(s):  
Jie Guo ◽  
Zhong Wan
Keyword(s):  
Conjugate Gradient ◽  
Large Scale ◽  
Line Search ◽  
Optimization Problems ◽  
Gradient Algorithm ◽  
Large Scale Optimization ◽  
Newton Equation ◽  
Numerical Performance ◽  
Scale Optimization ◽  
Quasi Newton

A new spectral three-term conjugate gradient algorithm in virtue of the Quasi-Newton equation is developed for solving large-scale unconstrained optimization problems. It is proved that the search directions in this algorithm always satisfy a sufficiently descent condition independent of any line search. Global convergence is established for general objective functions if the strong Wolfe line search is used. Numerical experiments are employed to show its high numerical performance in solving large-scale optimization problems. Particularly, the developed algorithm is implemented to solve the 100 benchmark test problems from CUTE with different sizes from 1000 to 10,000, in comparison with some similar ones in the literature. The numerical results demonstrate that our algorithm outperforms the state-of-the-art ones in terms of less CPU time, less number of iteration or less number of function evaluation.

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