A Truncated Descent HS Conjugate Gradient Method and Its Global Convergence
Recently, Zhang (2006) proposed a three-term modified HS (TTHS) method for unconstrained optimization problems. An attractive property of the TTHS method is that the direction generated by the method is always descent. This property is independent of the line search used. In order to obtain the glob...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2009-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2009/875097 |
| Summary: | Recently, Zhang (2006) proposed a three-term modified HS (TTHS) method for unconstrained optimization problems. An attractive property of the TTHS method is that the
direction generated by the method is always descent. This property is independent of the
line search used. In order to obtain the global convergence of the TTHS method, Zhang
proposed a truncated TTHS method. A drawback is that the numerical performance of the
truncated TTHS method is not ideal. In this paper, we prove that the TTHS method with
standard Armijo line search is globally convergent for uniformly convex problems. Moreover,
we propose a new truncated TTHS method. Under suitable conditions, global convergence is
obtained for the proposed method. Extensive numerical experiment show that the proposed
method is very efficient for the test problems from the CUTE Library. |
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| ISSN: | 1024-123X 1563-5147 |