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A Three-Term Conjugate Gradient Algorithm with Quadratic Convergence for Unconstrained Optimization Problems

Author

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  • Gaoyi Wu
  • Yong Li
  • Gonglin Yuan

Abstract

This paper further studies the WYL conjugate gradient (CG) formula with and presents a three-term WYL CG algorithm, which has the sufficiently descent property without any conditions. The global convergence and the linear convergence are proved; moreover the n-step quadratic convergence with a restart strategy is established if the initial step length is appropriately chosen. Numerical experiments for large-scale problems including the normal unconstrained optimization problems and the engineer problems (Benchmark Problems) show that the new algorithm is competitive with the other similar CG algorithms.

Suggested Citation

  • Gaoyi Wu & Yong Li & Gonglin Yuan, 2018. "A Three-Term Conjugate Gradient Algorithm with Quadratic Convergence for Unconstrained Optimization Problems," Mathematical Problems in Engineering, Hindawi, vol. 2018, pages 1-15, June.
    • Handle: RePEc:hin:jnlmpe:4813030
    DOI: 10.1155/2018/4813030
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    Cited by:

    1. Fan Cao & Zhili Tang & Caicheng Zhu & Xin Zhao, 2023. "An Efficient Hybrid Multi-Objective Optimization Method Coupling Global Evolutionary and Local Gradient Searches for Solving Aerodynamic Optimization Problems," Mathematics, MDPI, vol. 11(18), pages 1-31, September.

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