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A three-term conjugate gradient method with sufficient descent property for unconstrained optimization

Y Narushima(narusima***at***rs.kagu.tus.ac.jp)
H Yabe(yabe***at***rs.kagu.tus.ac.jp)
J.A Ford(fordj***at***essex.ac.uk)

Abstract: Conjugate gradient methods are widely used for solving large-scale unconstrained optimization problems, because they do not need the storage of matrices. In this paper, we propose a general form of three-term conjugate gradient methods which always generate a sufficient descent direction. We give a sufficient condition for the global convergence of the proposed general method. Moreover, we present a specific three-term conjugate gradient method based on the multi-step quasi-Newton method. Finally, some numerical results of the proposed method are given.

Keywords: Unconstrained optimization, three-term conjugate gradient method,

Category 1: Nonlinear Optimization (Unconstrained Optimization )


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Entry Submitted: 12/03/2009
Entry Accepted: 12/03/2009
Entry Last Modified: 12/03/2009

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