Conjugate gradient methods based on secant conditions that generate descent search directions for unconstrained optimization |
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Authors: | Yasushi Narushima Hiroshi Yabe |
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Affiliation: | 1. Department of Management System Science, Yokohama National University, 79-4 Tokiwadai, Hodogaya-ku, Yokohama 240-8501, Japan;2. Department of Mathematical Information Science, Tokyo University of Science, 1-3, Kagurazaka, Shinjuku-ku, Tokyo 162-8601, Japan |
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Abstract: | Conjugate gradient methods have been paid attention to, because they can be directly applied to large-scale unconstrained optimization problems. In order to incorporate second order information of the objective function into conjugate gradient methods, Dai and Liao (2001) proposed a conjugate gradient method based on the secant condition. However, their method does not necessarily generate a descent search direction. On the other hand, Hager and Zhang (2005) proposed another conjugate gradient method which always generates a descent search direction. |
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Keywords: | 90C30 90C06 |
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