Sufficient descent three term conjugate gradient method via symmetric rank-one update for large-scale optimization
In this paper, we propose a three-term conjugate gradient method via the symmetric rank-one update. The basic idea is to exploit the good properties of the SR1 update in providing quality Hessian approximations to construct a conjugate gradient line search direction without the storage of matrices a...
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Taylor & Francis
2016
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| Online Access: | http://psasir.upm.edu.my/id/eprint/53933/1/Sufficient%20descent%20three%20term%20conjugate%20gradient%20method%20.pdf http://psasir.upm.edu.my/id/eprint/53933/ http://www.tandfonline.com/doi/abs/10.1080/02331934.2014.994625?journalCode=gopt20 |
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my.upm.eprints.539332018-02-21T09:15:34Z http://psasir.upm.edu.my/id/eprint/53933/ Sufficient descent three term conjugate gradient method via symmetric rank-one update for large-scale optimization Moyi, Aliyu Usman Leong, Wah June In this paper, we propose a three-term conjugate gradient method via the symmetric rank-one update. The basic idea is to exploit the good properties of the SR1 update in providing quality Hessian approximations to construct a conjugate gradient line search direction without the storage of matrices and possess the sufficient descent property. Numerical experiments on a set of standard unconstrained optimization problems showed that the proposed method is superior to many well-known conjugate gradient methods in terms of efficiency and robustness. Taylor & Francis 2016 Article PeerReviewed text en http://psasir.upm.edu.my/id/eprint/53933/1/Sufficient%20descent%20three%20term%20conjugate%20gradient%20method%20.pdf Moyi, Aliyu Usman and Leong, Wah June (2016) Sufficient descent three term conjugate gradient method via symmetric rank-one update for large-scale optimization. Optimization, 65 (1). pp. 121-143. ISSN 0233-1934; ESSN: 1029-4945 http://www.tandfonline.com/doi/abs/10.1080/02331934.2014.994625?journalCode=gopt20 10.1080/02331934.2014.994625 |
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In this paper, we propose a three-term conjugate gradient method via the symmetric rank-one update. The basic idea is to exploit the good properties of the SR1 update in providing quality Hessian approximations to construct a conjugate gradient line search direction without the storage of matrices and possess the sufficient descent property. Numerical experiments on a set of standard unconstrained optimization problems showed that the proposed method is superior to many well-known conjugate gradient methods in terms of efficiency and robustness. |
| format |
Article |
| author |
Moyi, Aliyu Usman Leong, Wah June |
| spellingShingle |
Moyi, Aliyu Usman Leong, Wah June Sufficient descent three term conjugate gradient method via symmetric rank-one update for large-scale optimization |
| author_facet |
Moyi, Aliyu Usman Leong, Wah June |
| author_sort |
Moyi, Aliyu Usman |
| title |
Sufficient descent three term conjugate gradient method via symmetric rank-one update for large-scale optimization |
| title_short |
Sufficient descent three term conjugate gradient method via symmetric rank-one update for large-scale optimization |
| title_full |
Sufficient descent three term conjugate gradient method via symmetric rank-one update for large-scale optimization |
| title_fullStr |
Sufficient descent three term conjugate gradient method via symmetric rank-one update for large-scale optimization |
| title_full_unstemmed |
Sufficient descent three term conjugate gradient method via symmetric rank-one update for large-scale optimization |
| title_sort |
sufficient descent three term conjugate gradient method via symmetric rank-one update for large-scale optimization |
| publisher |
Taylor & Francis |
| publishDate |
2016 |
| url |
http://psasir.upm.edu.my/id/eprint/53933/1/Sufficient%20descent%20three%20term%20conjugate%20gradient%20method%20.pdf http://psasir.upm.edu.my/id/eprint/53933/ http://www.tandfonline.com/doi/abs/10.1080/02331934.2014.994625?journalCode=gopt20 |
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