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Two modified DY conjugate gradient methods for unconstrained optimization problems

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  • Zhu, Zhibin
  • Zhang, Dongdong
  • Wang, Shuo

Abstract

In this paper, we study the unconstrained optimization problems, and the two modified DY conjugate gradient methods (DDY1 method and DDY2 method) are proposed under the DY conjugate gradient method. By using the standard Wolfe line search, we prove the global convergence of the two methods. The search direction of DDY1 method is descent with the standard Wolfe line search. The search direction generated by the DDY2 method is sufficient descent, in which the property does not depend on any line search. Preliminary numerical results show that the two methods are effective.

Suggested Citation

  • Zhu, Zhibin & Zhang, Dongdong & Wang, Shuo, 2020. "Two modified DY conjugate gradient methods for unconstrained optimization problems," Applied Mathematics and Computation, Elsevier, vol. 373(C).
    • Handle: RePEc:eee:apmaco:v:373:y:2020:i:c:s0096300319309968
    DOI: 10.1016/j.amc.2019.125004
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    References listed on IDEAS

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    1. Hongwei Liu & Zexian Liu, 2019. "An Efficient Barzilai–Borwein Conjugate Gradient Method for Unconstrained Optimization," Journal of Optimization Theory and Applications, Springer, vol. 180(3), pages 879-906, March.
    2. XiaoLiang Dong & Deren Han & Zhifeng Dai & Lixiang Li & Jianguang Zhu, 2018. "An Accelerated Three-Term Conjugate Gradient Method with Sufficient Descent Condition and Conjugacy Condition," Journal of Optimization Theory and Applications, Springer, vol. 179(3), pages 944-961, December.
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