Asia-Pacific Journal of Operational Research, ( ISI ), Volume (33), No (2), Year (2016-3) , Pages (1-10)

Title : ( Descent Symmetrization of the Dai–Liao Conjugate Gradient Method )

Authors: Saman Babaie-Kafaki , Reza Ghanbari ,

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Abstract

Symmetrizing the Dai–Liao (DL) search direction matrix by a rank-one modification, we propose a one-parameter class of nonlinear conjugate gradient (CG) methods which includes the memoryless Broyden–Fletcher–Goldfarb–Shanno (MLBFGS) quasi-Newton updating formula. Then, conducting an eigenvalue analysis, we suggest two choices for the parameter of the proposed class of CG methods which simultaneously guarantee the descent property and well-conditioning of the search direction matrix. A global convergence analysis is made for uniformly convex objective functions. Computational experiments are done on a set of unconstrained optimization test problems of the CUTEr collection. Results of numerical comparisons made by the Dolan–Moré performance profile show that proper choices for the mentioned parameter may lead to promising computational performances.

Keywords

Unconstrained optimization; conjugate gradient method; descent condition; eigenvalue; global convergence
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@article{paperid:1061167,
author = {Saman Babaie-Kafaki and Ghanbari, Reza},
title = {Descent Symmetrization of the Dai–Liao Conjugate Gradient Method},
journal = {Asia-Pacific Journal of Operational Research},
year = {2016},
volume = {33},
number = {2},
month = {March},
issn = {0217-5959},
pages = {1--10},
numpages = {9},
keywords = {Unconstrained optimization; conjugate gradient method; descent condition; eigenvalue; global convergence},
}

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%0 Journal Article
%T Descent Symmetrization of the Dai–Liao Conjugate Gradient Method
%A Saman Babaie-Kafaki
%A Ghanbari, Reza
%J Asia-Pacific Journal of Operational Research
%@ 0217-5959
%D 2016

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