Title : ( A class of adaptive Dai–Liao conjugate gradient methods based on the scaled memoryless BFGS update )
Authors: Saman Babaie-Kafaki , Reza Ghanbari ,Access to full-text not allowed by authors
Abstract
Minimizing the distance between search direction matrix of the Dai–Liao method and the scaled memoryless BFGS update in the Frobenius norm, and using Powell’s nonnegative restriction of the conjugate gradient parameters, a one-parameter class of nonlinear conjugate gradient methods is proposed. Then, a brief global convergence analysis is made with and without convexity assumption on the objective function. Preliminary numerical results are reported; they demonstrate a proper choice for the parameter of the proposed class of conjugate gradient methods may lead to promising numerical performance.
Keywords
Unconstrained optimization Conjugate gradient method Scaled memoryless BFGS update Frobenius norm Global convergence@article{paperid:1066985,
author = {Saman Babaie-Kafaki and Ghanbari, Reza},
title = {A class of adaptive Dai–Liao conjugate gradient methods based on the scaled memoryless BFGS update},
journal = {4OR},
year = {2017},
volume = {15},
number = {1},
month = {March},
issn = {1619-4500},
pages = {85--92},
numpages = {7},
keywords = {Unconstrained optimization Conjugate gradient method Scaled memoryless BFGS update Frobenius norm Global convergence},
}
%0 Journal Article
%T A class of adaptive Dai–Liao conjugate gradient methods based on the scaled memoryless BFGS update
%A Saman Babaie-Kafaki
%A Ghanbari, Reza
%J 4OR
%@ 1619-4500
%D 2017