A Linear Hybridization of Dai-Yuan and Hestenes-Stiefel Conjugate Gradient Method for Unconstrained Optimization

A Linear Hybridization of Dai-Yuan and Hestenes-Stiefel Conjugate Gradient Method for Unconstrained Optimization

Year:    2021

Author:    P. Kaelo, Sindhu Narayanan, P. Kaelo

Numerical Mathematics: Theory, Methods and Applications, Vol. 14 (2021), Iss. 2 : pp. 527–539

Abstract

Conjugate gradient methods are interesting iterative methods that solve large scale unconstrained optimization problems. A lot of recent research has thus focussed on developing a number of conjugate gradient methods that are more effective. In this paper, we propose another hybrid conjugate gradient method as a linear combination of Dai-Yuan (DY) method and the Hestenes-Stiefel (HS) method. The sufficient descent condition and the global convergence of this method are established using the generalized Wolfe line search conditions. Compared to the other conjugate gradient methods, the proposed method gives good numerical results and is effective.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/nmtma.OA-2020-0056

Numerical Mathematics: Theory, Methods and Applications, Vol. 14 (2021), Iss. 2 : pp. 527–539

Published online:    2021-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    13

Keywords:    Unconstrained optimization conjugate gradient method global convergence.

Author Details

P. Kaelo

Sindhu Narayanan

P. Kaelo

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