A Spectral Dai-Yuan-Type Conjugate Gradient Method for Unconstrained Optimization
A new spectral conjugate gradient method (SDYCG) is presented for solving unconstrained optimization problems in this paper. Our method provides a new expression of spectral parameter. This formula ensures that the sufficient descent condition holds. The search direction in the SDYCG can be viewed a...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2015-01-01
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Series: | Mathematical Problems in Engineering |
Online Access: | http://dx.doi.org/10.1155/2015/839659 |
Summary: | A new spectral conjugate gradient method (SDYCG) is presented for solving unconstrained optimization problems in this paper. Our method provides a new expression of spectral parameter. This formula ensures that the sufficient descent condition holds. The search direction in the SDYCG can be viewed as a combination of the spectral gradient and the Dai-Yuan conjugate gradient. The global convergence of the SDYCG is also obtained. Numerical results show that the SDYCG may be capable of solving large-scale nonlinear unconstrained optimization problems. |
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ISSN: | 1024-123X 1563-5147 |