A NEW ADAPTIVE SUBSPACE MINIMIZATION THREE-TERM CONJUGATE GRADIENT ALGORITHM FOR UNCONSTRAINED OPTIMIZATION

doi:10.4208/jcm.1907-m2018-0173

	A NEW ADAPTIVE SUBSPACE MINIMIZATION THREE-TERM CONJUGATE GRADIENT ALGORITHM FOR UNCONSTRAINED OPTIMIZATION
	Zhang, Keke 2; Liu, Hongwei 2; Liu, Zexian 1
刊名	JOURNAL OF COMPUTATIONAL MATHEMATICS
	2021
卷号	39 期号:2 页码:159-177
关键词	Conjugate gradient method Nonmonotone line search Subspace minimization Sufficient descent condition Global convergence
ISSN号	0254-9409
DOI	10.4208/jcm.1907-m2018-0173
英文摘要	A new adaptive subspace minimization three-term conjugate gradient algorithm with nonmonotone line search is introduced and analyzed in this paper. The search directions are computed by minimizing a quadratic approximation of the objective function on special subspaces, and we also proposed an adaptive rule for choosing different searching directions at each iteration. We obtain a significant conclusion that the each choice of the search directions satisfies the sufficient descent condition. With the used nonmonotone line search, we prove that the new algorithm is globally convergent for general nonlinear functions under some mild assumptions. Numerical experiments show that the proposed algorithm is promising for the given test problem set.
资助项目	National Science Foundation of China[11901561] ; China Postdoctoral Science Foundation[2019M660833] ; Guangxi Natural Science Foundation[2018GXNSFBA281180]
WOS研究方向	Mathematics
语种	英语
出版者	GLOBAL SCIENCE PRESS
WOS记录号	WOS:000587616400001
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/52430]
专题	中国科学院数学与系统科学研究院
通讯作者	Zhang, Keke
作者单位	1.Chinese Acad Sci, State Key Lab Sci & Engn Comp, Inst Computat Math & Sci Engn Comp, AMSS, Beijing 100190, Peoples R China 2.Xidian Univ, Sch Math & Stat, Xian 710126, Peoples R China
推荐引用方式 GB/T 7714	Zhang, Keke,Liu, Hongwei,Liu, Zexian. A NEW ADAPTIVE SUBSPACE MINIMIZATION THREE-TERM CONJUGATE GRADIENT ALGORITHM FOR UNCONSTRAINED OPTIMIZATION[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2021,39(2):159-177.
APA	Zhang, Keke,Liu, Hongwei,&Liu, Zexian.(2021).A NEW ADAPTIVE SUBSPACE MINIMIZATION THREE-TERM CONJUGATE GRADIENT ALGORITHM FOR UNCONSTRAINED OPTIMIZATION.JOURNAL OF COMPUTATIONAL MATHEMATICS,39(2),159-177.
MLA	Zhang, Keke,et al."A NEW ADAPTIVE SUBSPACE MINIMIZATION THREE-TERM CONJUGATE GRADIENT ALGORITHM FOR UNCONSTRAINED OPTIMIZATION".JOURNAL OF COMPUTATIONAL MATHEMATICS 39.2(2021):159-177.