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A sufficient descent three-term conjugate gradient method via symmetric rank-one update for large-scale optimization
Authors:Aliyu Usman Moyi  Wah June Leong
Institution:1. Faculty of Science, Department of Mathematics, Universiti Putra Malaysia, Serdang, Malaysia.aliyumoyik@yahoo.com;3. Faculty of Science, Department of Mathematics, Universiti Putra Malaysia, Serdang, Malaysia.
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.
Keywords:unconstrained optimization  symmetric rank-one update  three-term conjugate gradient method  memoryless update  sufficient descent
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