A descent Dai-Liao conjugate gradient method based on a modified secant equation and its global convergence. (English) Zbl 1245.65067
Summary: We propose a conjugate gradient method which is based on the study of the Dai-Liao conjugate gradient method. An important property of our proposed method is that it ensures sufficient descent independent of the accuracy of the line search. Moreover, it achieves a high-order accuracy in approximating the second-order curvature information of the objective function by utilizing the modified secant condition proposed by S. Babaie-Kafaki, R. Ghanbari and N. Mahdavi-Amiri [J. Comput. Appl. Math. 234, No. 5, 1374–386 (2010; Zbl 1202.65071)]. Under mild conditions, we establish that the proposed method is globally convergent for general functions provided that the line search satisfies the Wolfe conditions. Numerical experiments are also presented.
MSC:
| 65K05 | Numerical mathematical programming methods |
Keywords:
conjugate gradient methodsCitations:
Zbl 1202.65071References:
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