Title : ( An adaptive Hager-Zhang conjugate gradient method )
Authors: Saman Babaie-Kafaki , Reza Ghanbari ,Access to full-text not allowed by authors
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@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},
}
%0 Journal Article
%T An adaptive Hager-Zhang conjugate gradient method
%A Saman Babaie-Kafaki
%A Ghanbari, Reza
%J Filomat
%@ 0354-5180
%D 2016