Title :
The R-convergence rate of MDY conjugate gradient method with inexact line search for unconstrained optimization
Author :
Zhongbo Sun ; Chunling Xu ; Haiyin Gao
Author_Institution :
Coll. of Humanities & Sci., Northeast Normal Univ., Changchun, China
Abstract :
It is well-known that the Dai-Yuan conjugate gradient method. Recently, Zhang developed two modified Dai-Yuan (MDY) methods that are globally convergence if the standard Armijo line search is used. In this paper, firstly, we investigate the R-convergence rate of the MDY method with inexact Armijo line search. Secondly, We show another MVDY method convergence globally for nonconvex minimization problems. Thirdly, the MVDY method also have R-convergence rate with inexact Armijo line search. Numerical results show that this algorithm is effective in unconstrained optimization problems.
Keywords :
convex programming; gradient methods; minimisation; search problems; Dai-Yuan conjugate gradient method; Dai-Yuan methods; MDY conjugate gradient method; R-convergence rate; inexact line search; nonconvex minimization problems; standard Armijo line search; unconstrained optimization; Convergence; Educational institutions; Electronic mail; Gradient methods; Minimization; Standards; Conjugate gradient method; R-convergence rate; Unconstrained optimization problem;
Conference_Titel :
Control and Decision Conference (CCDC), 2013 25th Chinese
Conference_Location :
Guiyang
Print_ISBN :
978-1-4673-5533-9
DOI :
10.1109/CCDC.2013.6561755