A New Modification of Nonlinear Conjugate Gradient Coefficients with Global Convergence Properties
Conjugate gradient method has been enormously used
to solve large scale unconstrained optimization problems due to the
number of iteration, memory, CPU time, and convergence property,
in this paper we find a new class of nonlinear conjugate gradient
coefficient with global convergence properties proved by exact line
search. The numerical results for our new βK give a good result when
it compared with well known formulas.
[1] M.R. Hestenes, E.L. Stiefel, Methods of conjugate gradients for solving
linear systems, J. Res. Na- tl. Bur. Stand. Sec. B 49 (1952), 409–432.
[2] R. Fletcher, C. Reeves, Function minimization by conjugate gradients,
comput. J. 7 (1964), 149–1 -54. [3] B. Polak, G. Ribiére, Note surla convergence des méthodes de directions
conjuguées, Rev. Fr. Aut- om. Inform. Rech. Oper.,3e Année. 16 (1969),
35–43.
[4] R. Fletcher, Practical method of optimization, vol 1, unconstrained
optimization, John Wiley & Sons, New York, 1987.
[5] Y.L. Liu, C.S. Storey, Efficient generalized conjugate gradient
algorithms, part 1: theory, J. Optim. Theory Appl. 69 (1991), 129–137.
[6] R. Fletcher, and C. Reeves, Function minimization by conjugate
gradients, Comput. J. 7(1964), 149-154.
[7] Z. Wei, S. Yao, L. Liu, The convergence properties of some new
conjugate gradient methods, App-l. Math. Comput. 183 (2006), 1341–
1350.
[8] G. Zoutendijk, Nonlinear progrAMRing computational methods, in: J.
Abadie (Ed.), Integer and N- onlinear ProgrAMRing, North-Holland,
Amsterdam (1970), 37–86.
[9] J.C. Gilbert, J. Nocedal, Global convergence properties of conjugate
gradient methods for optimi- zation, SIAM J. Optimizat. 2 (1) (1992),
21–42.
[10] Cheng, W.Y.: A two-term PRP-based descent method. Numer. Funct.
Anal. Optim. 28(2007)1217–1230
[11] Dai, Z.F., Tian, B.S.: Global convergence of some modified PRP
nonlinear conjugate gradient methods. Opt. Lett. (2010),
doi:10.1007/s11590-010-0224-8
[12] Yu, G.H., Zhao, Y.L., Wei, Z.X.: A descent nonlinear conjugate gradient
method for largescale unconstrained optimization. Appl. Math. Comput.
187 (2007), 636–643
[13] Zhang, L., Zhou, W., Li, D.: A descent modified Polak-Ribi-re-Polyak
conjugate gradient method and its global convergence. IMA J. Numer.
Anal. 26(2006), 629–640
[14] Zhang, L., Zhou, W., Li, D.: Some descent three-term conjugate gradient
methods and their global convergence. Optim. Methods Softw. 22
(2007), 697–711
[15] Z. Wei, S. Yao, L. Liu, The convergence properties of some new
conjugate gradient methods, Appl. Math. Comput. 183 (2006), 1341–
1350.
[16] L. Zhang, An improved Wei–Yao–Liu nonlinear conjugate gradient
method for optimization computation, Appl. Math. Comput. 215 (2009),
2269–2274.
[17] Mohd Rivaie, Mustafa Mamat, Ismail Mohd, Leong Wah June, A new
class of nonlinear conjugate gradient coefficients with global
convergence properties, Appl.Math. Comput218 (2012), 11323-11332.
[18] Z.F. Dai, Two modified HS type conjugate gradient methods for
unconstrained optimization problems, Nonliner Anal. 74 (2011), 927–
936.
[19] G. Yuan, X. Lu, and Z. Wei, A conjugate gradient method with descent
direction for unconstrained optimization, J. Comp. App. Maths.
233(2009), 519-530.
[20] E. Dolan, J.J. More, Benchmarking optimization software with
performance profile, Math. Prog. 91 (2002), 201–213.
[1] M.R. Hestenes, E.L. Stiefel, Methods of conjugate gradients for solving
linear systems, J. Res. Na- tl. Bur. Stand. Sec. B 49 (1952), 409–432.
[2] R. Fletcher, C. Reeves, Function minimization by conjugate gradients,
comput. J. 7 (1964), 149–1 -54. [3] B. Polak, G. Ribiére, Note surla convergence des méthodes de directions
conjuguées, Rev. Fr. Aut- om. Inform. Rech. Oper.,3e Année. 16 (1969),
35–43.
[4] R. Fletcher, Practical method of optimization, vol 1, unconstrained
optimization, John Wiley & Sons, New York, 1987.
[5] Y.L. Liu, C.S. Storey, Efficient generalized conjugate gradient
algorithms, part 1: theory, J. Optim. Theory Appl. 69 (1991), 129–137.
[6] R. Fletcher, and C. Reeves, Function minimization by conjugate
gradients, Comput. J. 7(1964), 149-154.
[7] Z. Wei, S. Yao, L. Liu, The convergence properties of some new
conjugate gradient methods, App-l. Math. Comput. 183 (2006), 1341–
1350.
[8] G. Zoutendijk, Nonlinear progrAMRing computational methods, in: J.
Abadie (Ed.), Integer and N- onlinear ProgrAMRing, North-Holland,
Amsterdam (1970), 37–86.
[9] J.C. Gilbert, J. Nocedal, Global convergence properties of conjugate
gradient methods for optimi- zation, SIAM J. Optimizat. 2 (1) (1992),
21–42.
[10] Cheng, W.Y.: A two-term PRP-based descent method. Numer. Funct.
Anal. Optim. 28(2007)1217–1230
[11] Dai, Z.F., Tian, B.S.: Global convergence of some modified PRP
nonlinear conjugate gradient methods. Opt. Lett. (2010),
doi:10.1007/s11590-010-0224-8
[12] Yu, G.H., Zhao, Y.L., Wei, Z.X.: A descent nonlinear conjugate gradient
method for largescale unconstrained optimization. Appl. Math. Comput.
187 (2007), 636–643
[13] Zhang, L., Zhou, W., Li, D.: A descent modified Polak-Ribi-re-Polyak
conjugate gradient method and its global convergence. IMA J. Numer.
Anal. 26(2006), 629–640
[14] Zhang, L., Zhou, W., Li, D.: Some descent three-term conjugate gradient
methods and their global convergence. Optim. Methods Softw. 22
(2007), 697–711
[15] Z. Wei, S. Yao, L. Liu, The convergence properties of some new
conjugate gradient methods, Appl. Math. Comput. 183 (2006), 1341–
1350.
[16] L. Zhang, An improved Wei–Yao–Liu nonlinear conjugate gradient
method for optimization computation, Appl. Math. Comput. 215 (2009),
2269–2274.
[17] Mohd Rivaie, Mustafa Mamat, Ismail Mohd, Leong Wah June, A new
class of nonlinear conjugate gradient coefficients with global
convergence properties, Appl.Math. Comput218 (2012), 11323-11332.
[18] Z.F. Dai, Two modified HS type conjugate gradient methods for
unconstrained optimization problems, Nonliner Anal. 74 (2011), 927–
936.
[19] G. Yuan, X. Lu, and Z. Wei, A conjugate gradient method with descent
direction for unconstrained optimization, J. Comp. App. Maths.
233(2009), 519-530.
[20] E. Dolan, J.J. More, Benchmarking optimization software with
performance profile, Math. Prog. 91 (2002), 201–213.
@article{"International Journal of Engineering, Mathematical and Physical Sciences:66279", author = "Ahmad Alhawarat and Mustafa Mamat and Mohd Rivaie and Ismail Mohd", title = "A New Modification of Nonlinear Conjugate Gradient Coefficients with Global Convergence Properties", abstract = "Conjugate gradient method has been enormously used
to solve large scale unconstrained optimization problems due to the
number of iteration, memory, CPU time, and convergence property,
in this paper we find a new class of nonlinear conjugate gradient
coefficient with global convergence properties proved by exact line
search. The numerical results for our new βK give a good result when
it compared with well known formulas.", keywords = "Conjugate gradient method, conjugate gradient
coefficient, global convergence.", volume = "8", number = "1", pages = "61-7", }