Title : ( The Dai–Liao nonlinear conjugate gradient method with optimal parameter choices )
Authors: Saman Babaie-Kafaki , Reza Ghanbari ,Access to full-text not allowed by authors
Abstract
Minimizing two different upper bounds of the matrix w hich generates search directions of the nonlinear conjugate gradient method proposed by Dai and Liao, two modified conjugate gradient methods are pro-posed. Under proper conditions, it is briefly shown that the methods are globally convergent when the line search fulfills the strong Wolfe conditions. Numerical comparisons between the implementations of the proposed methods and the conjugate gradient methods proposed by Hager and Zhang, and Dai and Kou, are made on a set of unconstrained optimization test problems of the CUTEr collection. The results show the efficiency of the proposed methods in the sense of the performance profile introduced by Dolan and Moré.
Keywords
, Nonlinear programming, Large-scale optimization, Conjugate gradient algorithm, Singular value, Global convergence@article{paperid:1042024,
author = {Saman Babaie-Kafaki and Ghanbari, Reza},
title = {The Dai–Liao nonlinear conjugate gradient method with optimal parameter choices},
journal = {European Journal of Operational Research},
year = {2014},
volume = {234},
number = {3},
month = {May},
issn = {0377-2217},
pages = {625--630},
numpages = {5},
keywords = {Nonlinear programming، Large-scale optimization، Conjugate gradient algorithm، Singular value، Global convergence},
}
%0 Journal Article
%T The Dai–Liao nonlinear conjugate gradient method with optimal parameter choices
%A Saman Babaie-Kafaki
%A Ghanbari, Reza
%J European Journal of Operational Research
%@ 0377-2217
%D 2014