Title of article :
A New Hybrid Conjugate Gradient Method Based on Eigenvalue Analysis for Unconstrained Optimization Problems
Author/Authors :
rahpaymaii, f. Department of Mathematics - Payame Noor University, Tehran, Iran , rostami, m. Department of Mathematics - Payame Noor University, Tehran, Iran
Abstract :
In this paper, two extended three-term conjugate gradient methods
based on the Liu-Storey (LS) conjugate gradient method are presented to solve
unconstrained optimization problems. A remarkable property of the proposed
methods is that the search direction always satisfies the sufficient descent
condition independent of line search method, based on eigenvalue analysis.
The global convergence of proposed algorithms is established under suitable
conditions. Preliminary numerical results show that the proposed methods are
efficient and robust to solve the unconstrained optimization problems..
Keywords :
Unconstrained optimization , Conjugate gradient methods , Eigenvalue analysis , Global convergence , Numerical comparisons
Journal title :
Astroparticle Physics