A three-term conjugate gradient method under the strong-Wolfe line search
Recently, numerous studies have been concerned in conjugate gradient methods for solving large-scale unconstrained optimization method. In this paper, a three-term conjugate gradient method is proposed for unconstrained optimization which always satisfies sufficient descent direction and namely as T...
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| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2017
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| Subjects: | |
| Online Access: | http://eprints.unisza.edu.my/1532/1/FH03-FIK-17-09948.jpg http://eprints.unisza.edu.my/1532/ |
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| Summary: | Recently, numerous studies have been concerned in conjugate gradient methods for solving large-scale unconstrained optimization method. In this paper, a three-term conjugate gradient method is proposed for unconstrained optimization which always satisfies sufficient descent direction and namely as Three-Term Rivaie-Mustafa-Ismail-Leong (TTRMIL). Under standard conditions, TTRMIL method is proved to be globally convergent under strong-Wolfe line search. Finally, numerical results are provided for the purpose of comparison. |
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