Citation
Moyi, Aliyu Usman and Leong, Wah June
(2016)
Sufficient descent three term conjugate gradient method via symmetric rank-one update for large-scale optimization.
Optimization, 65 (1).
pp. 121-143.
ISSN 0233-1934; ESSN: 1029-4945
Abstract
In this paper, we propose a three-term conjugate gradient method via the symmetric rank-one update. The basic idea is to exploit the good properties of the SR1 update in providing quality Hessian approximations to construct a conjugate gradient line search direction without the storage of matrices and possess the sufficient descent property. Numerical experiments on a set of standard unconstrained optimization problems showed that the proposed method is superior to many well-known conjugate gradient methods in terms of efficiency and robustness.
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Official URL or Download Paper: http://www.tandfonline.com/doi/abs/10.1080/0233193...
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Additional Metadata
| Item Type: | Article |
|---|---|
| Subject: | Unconstrained optimization; Symmetric rank-one update; Three-term conjugate gradient method; Memoryless update; Sufficient descent |
| Divisions: | Faculty of Science |
| DOI Number: | https://doi.org/10.1080/02331934.2014.994625 |
| Publisher: | Taylor & Francis |
| Depositing User: | Nurul Ainie Mokhtar |
| Date Deposited: | 21 Feb 2018 09:15 |
| Last Modified: | 21 Feb 2018 09:15 |
| Altmetrics: | http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1080/02331934.2014.994625 |
| URI: | http://psasir.upm.edu.my/id/eprint/53933 |
| Statistic Details: | View Download Statistic |
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