Title of article :
Two Settings of the Dai-Liao Parameter Based on Modified Secant Equations
Author/Authors :
Mohammadkhan Sartip, Sahar Department of Applied Mathematics - Payame Noor University , Nezhadhosein, saeed Department of Applied Mathematics - Payame Noor University
Abstract :
Following the setting of the Dai-Liao (DL) parameter in conjugate gradient (CG) methods, we introduce two new parameters based on the modified secant equation proposed by Li et al. (Comput. Optim. Appl. 202:523-539, 2007) with two approaches, which use an extended new conjugacy condition. The first is based on a modified descent three-term search direction, as the descent Hestenes-Stiefel CG method. The second is based on the quasi-Newton (QN) approach. Global convergence of the proposed methods for uniformly convex functions and general functions is proved. Numerical experiments are done on a set of test functions of the CUTEr collection and the results are compared with some well-known methods.
Keywords :
Unconstrained optimization , Modified secant equations , Dai-Liao conjugate gradient method