Filomat, ( ISI ), Volume (30), No (14), Year (2016-12) , Pages (3715-3723)

Title : ( An adaptive Hager-Zhang conjugate gradient method )

Authors: Saman Babaie-Kafaki , Reza Ghanbari ,

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Abstract

Based on a singular value study, lower and upper bounds for the condition number of the matrix which generates search directions of the Hager-Zhang conjugate gradient method are obtained. Then, based on the insight gained by our analysis, a modified version of the Hager-Zhang method is proposed, using an adaptive switch form the Hager-Zhang method to the Hestenes-Stiefel method when the mentioned condition number is large. A brief global convergence analysis is made for the uniformly convex objective functions. Numerical comparisons between the implementations of the proposed method and the Hager-Zhang method are made on a set of unconstrained optimization test problems of the CUTEr collection, using the performance profile introduced by Dolan and Mor´e. Comparative testing results are reported.

Keywords

, Unconstrained optimization, Large-scale optimization, Singular value, Condition number, Global convergence
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@article{paperid:1061168,
author = {Saman Babaie-Kafaki and Ghanbari, Reza},
title = {An adaptive Hager-Zhang conjugate gradient method},
journal = {Filomat},
year = {2016},
volume = {30},
number = {14},
month = {December},
issn = {0354-5180},
pages = {3715--3723},
numpages = {8},
keywords = {Unconstrained optimization; Large-scale optimization; Singular value; Condition number; Global convergence},
}

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%0 Journal Article
%T An adaptive Hager-Zhang conjugate gradient method
%A Saman Babaie-Kafaki
%A Ghanbari, Reza
%J Filomat
%@ 0354-5180
%D 2016

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