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A modified of nonmonotone spectral conjugate gradient method for unconstrained optimization

Zixing Rong, Ke Su, Bei Gao

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Abstract

According to a modified parameter βk, a new nonmonotone spectral Conjugate Gradient method for unconstrained optimization is proposed in this paper,which combines the conjugate gradient direction with spectral step-length effectively. We applied the spectral step-length to the entire Conjugate Gradient direction rather than the negative gradient direction,and take advantage of the new nonmonotone F-rule for line searches to obtain the next iteration point. The global convergent propertise of the algorithm with the modified parameter and the proposed nonmonotone F-rule for line search are proved under some appropriate conditions.

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What this paper is about

According to a modified parameter βk, a new nonmonotone spectral Conjugate Gradient method for unconstrained optimization is proposed in this paper,which combines the conjugate gradient direction with spectral step-length effectively. We applied the spectral step-length to the entire Conjugate Gradient direction rather than the negative gradient direction,and take advantage of the new nonmonotone F-rule for line searches to obtain the next iteration point. The global convergent propertise of the algorithm with the modified parameter and the proposed nonmonotone F-rule for line search are proved under some appropriate conditions.

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Available abstract

According to a modified parameter βk, a new nonmonotone spectral Conjugate Gradient method for unconstrained optimization is proposed in this paper,which combines the conjugate gradient direction with spectral step-length effectively. We applied the spectral step-length to the entire Conjugate Gradient direction rather than the negative gradient direction,and take advantage of the new nonmonotone F-rule for line searches to obtain the next iteration point. The global convergent propertise of the algorithm with the modified parameter and the proposed nonmonotone F-rule for line search are proved under some appropriate conditions.

Key concepts: Conjugate gradient method, Conjugate residual method, Derivation of the conjugate gradient method, Nonlinear conjugate gradient method, Gradient method, Mathematics, Biconjugate gradient method, Line search

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