Title :
A New Perry Conjugate Gradient Method with the Generalized Conjugacy Condition
Author :
Liu, Dongyi ; Shang, Yingfeng
Author_Institution :
Dept. of Math., Tianjin Univ., Tianjin, China
Abstract :
The Perry conjugate gradient method is generalized, from which a new descent algorithm, PDCGy, is presented and its global convergence is proven under Wolfe line searches. Preliminary numerical results for a set of 720 unconstrained optimization test problems verify the performance of the algorithm and show that the PDCGy algorithm is competitive with the CG_DESCENT algorithm.
Keywords :
conjugate gradient methods; convergence of numerical methods; optimisation; CG_DESCENT algorithm; PDCGy algorithm; Perry conjugate gradient method; Wolfe line searches; generalized conjugacy condition; global convergence; unconstrained optimization; Convergence; Gradient methods; Matrices; Noise measurement;
Conference_Titel :
Computational Intelligence and Software Engineering (CiSE), 2010 International Conference on
Conference_Location :
Wuhan
Print_ISBN :
978-1-4244-5391-7
Electronic_ISBN :
978-1-4244-5392-4
DOI :
10.1109/CISE.2010.5677114
