International Journal of Nonlinear Analysis and Applications, Year (2019-7)

Title : ( A Nonmonotone Hestenes ans Stiefel Conjugate Gradient Algorithm for Nonsmooth Convex Optimization )

Authors: ahmad aboiy mehrizi , Reza Ghanbari ,

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Abstract

Here, we propose a practical method for solving nonsmooth convex problems by using conjugate gradient type methods. conjugate gradient method is one of the most remarkable methods to solve smooth and large-scale optimization problems. As result of this fact, We present a modified HS conjugate gradient method. In the case that we have a nonsmooth convex problem, by the MoreauYosida regularization, we convert the nonsmooth objective function to a smooth function and then we use our method, by making use of a nonmonotone line search, for solving a nonsmooth convex optimization problem. We prove that our algorithm converges to an optimal solution under standard condition. Our algorithm inherits the performance of HS conjugate gradient method.

Keywords

Nonsmooth convex optimization; Conjugate gradient method; nonmonotone line search; Global convergence.
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@article{paperid:1089619,
author = {Aboiy Mehrizi, Ahmad and Ghanbari, Reza},
title = {A Nonmonotone Hestenes ans Stiefel Conjugate Gradient Algorithm for Nonsmooth Convex Optimization},
journal = {International Journal of Nonlinear Analysis and Applications},
year = {2019},
month = {July},
issn = {2008-6822},
keywords = {Nonsmooth convex optimization; Conjugate gradient method; nonmonotone line search; Global convergence.},
}

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%0 Journal Article
%T A Nonmonotone Hestenes ans Stiefel Conjugate Gradient Algorithm for Nonsmooth Convex Optimization
%A Aboiy Mehrizi, Ahmad
%A Ghanbari, Reza
%J International Journal of Nonlinear Analysis and Applications
%@ 2008-6822
%D 2019

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