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Another Three-Term Conjugate Gradient Method Close to the Memoryless BFGS for Large-Scale Unconstrained Optimization Problems
Mediterranean Journal of Mathematics ( IF 1.1 ) Pub Date : 2021-09-07 , DOI: 10.1007/s00009-021-01853-y
T. Diphofu 1 , P. Kaelo 1
Affiliation  

In this paper, we propose a new three term conjugate gradient method, in which the search direction is close to the direction in the memoryless BFGS method. The global convergence of the method is established under a modified Wolfe line search. Results of numerical experiments presented confirm that the three term method is effective and superior to some other conjugate gradient methods if the standard Wolfe line search strategy is used. Furthermore, the method produces a set of even better results when implemented under a modified Wolfe line search.



中文翻译:

求解大规模无约束优化问题的另一种接近无记忆BFGS的三项共轭梯度方法

在本文中,我们提出了一种新的三项共轭梯度方法,其中搜索方向接近于无记忆BFGS方法中的方向。该方法的全局收敛是在修改后的 Wolfe 线搜索下建立的。数值实验的结果证实,如果使用标准的沃尔夫线搜索策略,三项方法是有效的,并且优于其他一些共轭梯度方法。此外,当在修改后的 Wolfe 线搜索下实施时,该方法会产生一组甚至更好的结果。

更新日期:2021-09-08
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