×

A Dai-Liao conjugate gradient method via modified secant equation for system of nonlinear equations. (English) Zbl 1445.90108

Summary: In this paper, we propose a Dai-Liao (DL) conjugate gradient method for solving a large-scale system of nonlinear equations. The method incorporates an extended secant equation developed from modified secant equations proposed by J. Z. Zhang et al. [J. Optim. Theory Appl. 102, No. 1, 147–167 (1999; Zbl 0991.90135)] and Z. Wei et al. [Appl. Math. Comput. 175, No. 2, 1156–1188 (2006; Zbl 1100.65054)] in the DL approach. It is shown that the proposed scheme satisfies the sufficient descent condition. The global convergence of the method is established under mild conditions, and computational experiments on some benchmark test problems show that the method is efficient and robust.

MSC:

90C30 Nonlinear programming
65K05 Numerical mathematical programming methods
90C53 Methods of quasi-Newton type

Software:

ACGSSV; SCALCG

References:

[1] Abubakar, AB; Kumam, P., An improved three-term derivative-free method for solving nonlinear equations, Comput. Appl. Math., 37, 5, 6760-6773 (2018) · Zbl 1413.90177
[2] Abubakar, AB; Kumam, P., A descent Dai-Liao conjugate gradient method for nonlinear equations, Numer. Algorithms (2018) · Zbl 1412.65042 · doi:10.1007/s11075-018-0541-z
[3] Abubakar, AB; Kumam, P.; Auwal, AM, A descent Dai-Liao projection method for convex constrained nonlinear monotone equations with applications, Thai J. Math., 17, 1, 128-152 (2018) · Zbl 1463.90202
[4] Andrei, N., Open problems in conjugate gradient algorithms for unconstrained optimization, Bull. Malays. Math. Sci. Soc., 34, 2, 319-330 (2011) · Zbl 1225.49030
[5] Andrei, N., An adaptive conjugate gradient algorithm for large-scale unconstrained optimization, J. Comput. Appl. Math., 292, 8391 (2016) · Zbl 1321.90124
[6] Andrei, N., Accelerated adaptive Perry conjugate gradient algorithms based on the selfscaling BFGS update, J. Comput. Appl. Math., 325, 149-164 (2017) · Zbl 1365.65158
[7] Arazm, MR; Babaie-Kafaki, S.; Ghanbari, R., An extended Dai-Liao conjugate gradient method with global convergence for nonconvex functions, Glas. Mat., 52, 72, 361-375 (2017) · Zbl 1380.65099
[8] Babaie-Kafaki, S.; Ghanbari, R., A descent family of Dai-Liao conjugate gradient methods, Optim. Methods Softw., 29, 3, 583-591 (2013) · Zbl 1285.90063
[9] Babaie-Kafaki, S.; Ghanbari, R., A descent extension of the Polak-Ribier’\(e\)-Polyak conjugate gradient method, Comput. Math. Appl., 68, 2005-2011 (2014) · Zbl 1369.65077
[10] Babaie-Kafaki, S.; Ghanbari, R., Two modified three-term conjugate gradient methods with sufficient descent property, Optim. Lett., 8, 8, 2285-2297 (2014) · Zbl 1309.90097
[11] Babaie-Kafaki, S.; Ghanbari, R., The Dai-Liao nonlinear conjugate gradient method with optimal parameter choices, Eur. J. Oper. Res., 234, 625-630 (2014) · Zbl 1304.90216
[12] Babaie-Kafaki, S.; Ghanbari, R., Two optimal Dai-Liao conjugate gradient methods, Optimization, 64, 2277-2287 (2015) · Zbl 1386.65158
[13] Babaie-Kafaki, S.; Ghanbari, R.; Mahdavi-Amiri, N., Two new conjugate gradient methods based on modified secant equations, J. Comput. Appl. Math., 234, 5, 13741386 (2010) · Zbl 1202.65071
[14] Broyden, CG, A class of methods for solving nonlinear simultaneous equations, Math. Comput., 19, 577-593 (1965) · Zbl 0131.13905
[15] Cheng, W., A two-term PRP-based descent method, Numer. Funct. Anal. Optim., 28, 1217-1230 (2007) · Zbl 1138.90028
[16] Cheng, W., A PRP type method for systems of monotone equations, Math. Comput. Model., 50, 15-20 (2009) · Zbl 1185.65088
[17] Cheng, W.; Xiao, Y.; Hu, Q., A family of derivative-free conjugate gradient methods for large-scale nonlinear systems of equations, J. Comput. Appl. Math., 224, 11-19 (2009) · Zbl 1156.65047
[18] Dai, YH; Liao, LZ, New conjugacy conditions and related nonlinear conjugate gradient methods, Appl. Math. Optim., 43, 1, 87-101 (2001) · Zbl 0973.65050
[19] Dai, YH; Han, JY; Liu, GH; Sun, DF; Yin, HX; Yuan, YX, Convergence properties of nonlinear conjugate gradient methods, SIAM J. Optim., 10, 2, 348-358 (1999) · Zbl 0957.65062
[20] Dai, YH; Han, JY; Liu, GH; Sun, DF; Yin, HX; Yuan, YX, Convergence properties of nonlinear conjugate gradient methods, SIAM J. Optim., 10, 2, 348-358 (1999) · Zbl 0957.65062
[21] Dai, Z.; Chen, X.; Wen, F., A modified Perrys conjugate gradient method-based derivativefree method for solving large-scale nonlinear monotone equation, Appl. Math. Comput., 270, 378-386 (2015) · Zbl 1410.90248
[22] Dauda, MK; Mamat, M.; Mohamed, MA; Waziri, MY, Improved quasi-Newton method via SR1 update for solving symmetric systems of nonlinear equations, Malay. J. Fundam. Appl. Sci., 15, 1, 117-120 (2019)
[23] Dolan, ED; Mor, JJ, Benchmarking optimization software with performance profiles, Math. Program., 91, 2, 201-2013 (2002) · Zbl 1049.90004
[24] Fang, X.; Ni, Q., A new derivative-free conjugate gradient method for nonlinear system of equations, Bull. Aust. Math. Soc., 95, 1-12 (2017)
[25] Feng, D.; Sun, M.; Wang, X., A family of conjugate gradient methods for large-scale nonlinear equations, J. Inequal. Appl., 2017, 236 (2017) · Zbl 1371.90101
[26] Ford, JA; Moghrabi, IA, Multi-step quasi-Newton methods for optimization, J. Comput. Appl. Math., 50, 1-3, 305323 (1994)
[27] Ford, JA; Moghrabi, IA, Using function-values in multi-step quasi-Newton methods, J. Comput. Appl. Math., 66, 12, 201211 (1996) · Zbl 0856.65073
[28] Ford, JA; Narushima, Y.; Yabe, H., Multi-step nonlinear conjugate gradient methods for unconstrained minimization, Comput. Optim. Appl., 40, 2, 191-216 (2008) · Zbl 1181.90221
[29] Grippo, L.; Lampariello, F.; Lucidi, S., A nonmonotone linesearch technique for Newtons method, SIAM J. Numer. Anal., 23, 707-716 (1986) · Zbl 0616.65067
[30] Hager, W.; Zhang, H., A survey of nonlinear conjugate gradient methods, Pac. J. Optim., 2, 1, 35-58 (2006) · Zbl 1117.90048
[31] Hestenes, MR; Stiefel, EL, Methods of conjugate gradients for solving linear systems, J. Res. Natl. Bur. Stand., 49, 409-436 (1952) · Zbl 0048.09901
[32] Kincaid, D.; Cheney, W., Numerical Analysis (1991), California: Brooks/Cole Publishing Company, California · Zbl 0745.65001
[33] Li, M., A derivative-free PRP method for solving large-scale nonlinear systems of equations and its global convergence, Optim. Methods Softw., 29, 3, 503-514 (2014) · Zbl 1282.90180
[34] Li, DH; Fukushima, M., A globally and superlinearly convergent Gauss-Newton-based BFGS method for symmetric nonlinear equations, SIAM J. Numer. Anal., 37, 1, 152-172 (2000) · Zbl 0946.65031
[35] Li, DH; Fukushima, M., A derivative-free linesearch and global convergence of Broydenlike method for nonlinear equations, Optim. Methods Softw., 13, 583-599 (2000)
[36] Li, DH; Fukushima, M., A modified BFGS method and its global convergence in nonconvex minimization, J. Comput. Appl. Math., 129, 15-35 (2001) · Zbl 0984.65055
[37] Li, G.; Tang, C.; Wei, Z., New conjugacy condition and related new conjugate gradient methods for unconstrained optimization, J. Comput. Appl. Math., 202, 2, 523539 (2007) · Zbl 1116.65069
[38] Liu, J.; Feng, Y.: A derivative-free iterative method for nonlinear monotone equations with convex constraints. Numer. Algorithms (2018). 10.1007/s11075-018-06032
[39] Liu, D.Y.; Shang, Y.F.: A new Perry conjugate gradient method with the generalized conjugacy condition. In: 2010 International Conference on Computational Intelligence and Software Engineering (CiSE), p. 1012 (2010)
[40] Liu, D.Y.; Xu, G.Q.: A Perry descent conjugate gradient method with restricted spectrum, optimization online, nonlinear optimization (unconstrained optimization), pp. 1-19 (2011)
[41] Livieris, IE; Pintelas, P., Globally convergent modified Perrys conjugate gradient method, Appl. Math. Comput., 218, 9197-9207 (2012) · Zbl 1245.65068
[42] Mohammad, H.; Abubakar, AB, A positive spectral gradient-like method for nonlinear monotone equations, Bull. Comput. Appl. Math., 5, 1, 99-115 (2017) · Zbl 1398.65105
[43] Muhammed, AA; Kumam, P.; Abubakar, AB; Wakili, A.; Pakkaranang, N., A new hybrid spectral gradient projection method for monotone system of nonlinear equations with convex constraints, Thai J. Math., 16, 4, 125-147 (2018) · Zbl 1463.90205
[44] Perry, A., A modified conjugate gradient algorithm, Oper. Res. Tech. Notes, 26, 6, 10731078 (1978) · Zbl 0419.90074
[45] Polak, BT, The conjugate gradient method in extreme problems, USSR Comput. Math. Math. Phys., 4, 94-112 (1969) · Zbl 0229.49023
[46] Powell, MJD, Restart procedures of the conjugate gradient method, Math. Prog., 2, 241-254 (1977) · Zbl 0396.90072
[47] Ribiere, G.; Polak, E., Note sur la convergence de directions conjugees, Rev. Fr. Inf. Rech. Oper., 16, 35-43 (1969) · Zbl 0174.48001
[48] Solodov, M.V.; Svaiter, B.F.: A globally convergent inexact Newton method for systems of monotone equations. In: Reformulation: Nonsmooth, Piecewise Smooth, Semismooth and Smoothing Methods, pp. 355-369. Springer (2015) · Zbl 0928.65059
[49] Sun, W.; Yuan, YX, Optimization Theory and Methods: Nonlinear Programming (2006), NewYork: Springer, NewYork · Zbl 1129.90002
[50] Waziri, MY; Muhammad, L., An accelerated three-term conjugate gradient algorithm for solving large-scale systems of nonlinear equations, Sohag J. Math., 4, 1-8 (2017)
[51] Waziri, M.Y.; Sabiu, J.: A derivative-free conjugate gradient method and its global convergence for solving symmetric nonlinear equations, Hindawi Publishing Corporation. Int. J. Math. Math. Sci. 2015 (2015) · Zbl 1476.65078
[52] Waziri, MY; Leong, WJ; Hassan, MA, Jacobian free-diagonal Newton’s method for nonlinear systems with singular Jacobian, Malay. J. Math. Sci., 5, 2, 241-255 (2011) · Zbl 1244.65072
[53] Waziri, M.Y.; Sabiu, J.; Muhammad, L.: A simple three-term conjugate gradient algorithm for solving symmetric systems of nonlinear equations. Int. J. Adv. Appl. Sci. (IJAAS) (2016)
[54] Wei, Z.; Li, G.; Qi, L., New quasi-Newton methods for unconstrained optimization problems, Appl. Math. Comput., 175, 2, 1156-1188 (2006) · Zbl 1100.65054
[55] Yabe, H.; Takano, M., Global convergence properties of nonlinear conjugate gradient methods with modified secant condition, Comput. Optim. Appl., 28, 2, 203-225 (2004) · Zbl 1056.90130
[56] Yan, QR; Peng, XZ; Li, DH, A globally convergent derivative-free method for solving large-scale nonlinear monotone equations, J. Comput. Appl. Math., 234, 649-657 (2010) · Zbl 1189.65102
[57] Yasushi, N.; Hiroshi, Y., Conjugate gradient methods based on secant conditions that generate descent directions for unconstrained optimization, J. Comput. Appl. Math., 236, 4303-4317 (2012) · Zbl 1258.65059
[58] Yu, G., A derivative-free method for solving large-scale nonlinear systems of equations, J. Ind. Manag. Optim., 6, 149-160 (2010) · Zbl 1187.65055
[59] Yu, G., Nonmonotone spectral gradient-type methods for large-scale unconstrained optimization and nonlinear systems of equations, Pac. J. Optim., 7, 387-404 (2011) · Zbl 1228.49038
[60] Yuan, YX, A modified BFGS algorithm for unconstrained optimization, IMA J. Numer. Anal., 11, 325-332 (1991) · Zbl 0733.65039
[61] Yuan, N., A derivative-free projection method for solving convex constrained monotone equations, ScienceAsia, 43, 195-200 (2017)
[62] Yuan, G.; Lu, X., A new backtracking inexact BFGS method for symmetric nonlinear equations, J. Comput. Math. Appl., 55, 116-129 (2008) · Zbl 1176.65063
[63] Zhang, J.; Xu, C., Properties and numerical performance of quasi-Newton methods with modified quasi-Newton equations, J. Comput. Appl. Math., 137, 2, 269-278 (2001) · Zbl 1001.65065
[64] Zhang, JZ; Deng, NY; Chen, LH, New quasi-Newton equation and related methods for unconstrained optimization, J. Optim. Theory Appl., 102, 1, 147-157 (1999) · Zbl 0991.90135
[65] Zhang, L.; Zhou, W.; Li, D., Some descent three-term conjugate gradient methods and their global convergence, Optim. Methods Softw., 22, 4, 697-711 (2007) · Zbl 1220.90094
[66] Zhou, W.; Li, D., Limited memory BFGS method for nonlinear monotone equations, J. Comput. Math., 25, 1, 89-96 (2007)
[67] Zhou, W.; Li, D., Limited memory BFGS method for nonlinear monotone equations, J. Comput. Math., 25, 1, 89-96 (2007)
[68] Zhou, W.; Shen, D., An inexact PRP conjugate gradient method for symmetric nonlinear equations, Numer. Funct. Anal. Optim., 35, 3, 370-388 (2014) · Zbl 1320.90087
[69] Zhou, W.; Shen, D., Convergence properties of an iterative method for solving symmetric non-linear equations, J. Optim. Theory Appl., 164, 1, 277-289 (2015) · Zbl 1307.90175
[70] Zhou, W.; Zhang, L., A nonlinear conjugate gradient method based on the MBFGS secant condition, Optim. Methods Softw., 21, 5, 707-714 (2006) · Zbl 1112.90096
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.