Title :
Spectral Conjugate Gradient Methods with the Generalized Quasi-Newton Equation
Author :
Ma, Mingjuan ; Shang, Yufeng ; Liang, Xin ; Suo, Zhonglin
Author_Institution :
Teaching & Res. Sect. of Mathematic, Aviation Univ. of Air Force, Changchun, China
Abstract :
In order to solve the global optimization problem in engineering and management, Spectral conjugate gradient methods are used in this paper. By introducing the generalized quasi-Newton condition, a class of spectral conjugate gradient with different βk are formulated. According to different parameters alternative, a comparison to different parameters are given. We also proved the convergence of these formulas that have been established. The numerical example show that conjugate gradient methods are efficient methods for unconstrained optimization.
Keywords :
Newton method; conjugate gradient methods; optimisation; engineering; global optimization; management; quasi-Newton equation; sectral conjugate gradient methods; Algorithm design and analysis; Convergence; Convex functions; Equations; Gradient methods; conjugate; inexact line search; spectral-gradient; unconstraint optimization;
Conference_Titel :
Information Technology, Computer Engineering and Management Sciences (ICM), 2011 International Conference on
Conference_Location :
Nanjing, Jiangsu
Print_ISBN :
978-1-4577-1419-1
DOI :
10.1109/ICM.2011.68