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A Spectral Dai-Yuan-Type Conjugate Gradient Method for Unconstrained Optimization

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  • Guanghui Zhou
  • Qin Ni

Abstract

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.

Suggested Citation

  • Guanghui Zhou & Qin Ni, 2015. "A Spectral Dai-Yuan-Type Conjugate Gradient Method for Unconstrained Optimization," Mathematical Problems in Engineering, Hindawi, vol. 2015, pages 1-7, December.
    • Handle: RePEc:hin:jnlmpe:839659
    DOI: 10.1155/2015/839659
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