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A modified conjugate gradient method based on a modified secant equation | ||
| Journal of Mathematical Modeling | ||
| مقاله 7، دوره 8، شماره 1، خرداد 2020، صفحه 1-20 اصل مقاله (351.41 K) | ||
| نوع مقاله: Research Article | ||
| شناسه دیجیتال (DOI): 10.22124/jmm.2019.14807.1343 | ||
| نویسندگان | ||
| Parvaneh Faramarzi؛ Keyvan Amini* | ||
| Department of Mathematics, Faculty of Science, Razi University, Kermanshah, Iran | ||
| چکیده | ||
| Quasi-Newton methods are one of the popular iterative schemes to solve unconstrained optimization problems. The high convergence rate and excellent precision are two prominent characteristics of the quasi-Newton methods. In this paper, according to the preferable properties of a modified secant condition, a modified conjugate gradient method is introduced. The new algorithm satisfies the sufficient descent property independent of the line search. The convergence properties of the proposed algorithm are investigated both for uniformly convex and general functions. Numerical experiments show the superiority of the proposed method. | ||
| کلیدواژه‌ها | ||
| Conjugate gradient methods؛ Modified secant condition؛ Sufficient descent condition؛ Global convergence | ||
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