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A scaled three-term conjugate gradient method for large-scale unconstrained optimization problem

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Abstract

The moving asymptote method is an efficient tool to solve structural optimization. In this paper, a new scaled three-term conjugate gradient method is proposed by combining the moving asymptote technique with the conjugate gradient method. In this method, the scaling parameters are calculated by the idea of moving asymptotes. It is proved that the search directions generated always satisfy the sufficient descent condition independent of the line search. We establish the global convergence of the proposed method with Armijo-type line search. The numerical results show the efficiency of the new algorithm for solving large-scale unconstrained optimization problems.

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  1. Department of Mathematics, Faculty of Science, Razi University, Kermanshah, Iran

    Parvaneh Faramarzi & Keyvan Amini

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  1. Parvaneh Faramarzi
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  2. Keyvan Amini
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Correspondence to Keyvan Amini.

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Faramarzi, P., Amini, K. A scaled three-term conjugate gradient method for large-scale unconstrained optimization problem. Calcolo 56, 35 (2019). https://doi.org/10.1007/s10092-019-0333-4

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