Abstract
In this paper, the authors present an s-dependent conjugate gradient method for unconstrained optimization problem and make two different kinds of estimations of upper bounds of β k with respect to \(\beta_{k}^{\mathrm{FR}}\) which are called dependent ratio. The global convergence of s-dependent GFR conjugate gradient method using several step-size rules is obtained.
Similar content being viewed by others
References
Fu, Z., Ren, K., Shu, J., Sun, X., Huang, F.: Enabling personalized search over encrypted out-sourced data with efficiency improvement. IEEE Trans. Parallel Distrib. Syst. https://doi.org/10.1109/TPDS.2015.2506573 (2015)
Xia, Z., Wang, X., Sun, X., Wang, Q.: A secure and dynamic multi-keyword ranked search scheme over encrypted cloud data. IEEE Trans. Parallel Distrib. Syst. 27, 340–352 (2015)
Gu, B., Sheng, V.S., Tay, K.Y., Romano, W., Li, S.: Incremental support vector learning for ordinal regression. IEEE Transactions on Neural Networks and Learning Systems 26, 1403–1416 (2015)
Gu, B., Sheng, V.S.: A robust regularization path algorithm for v-support vector classification. IEEE Transactions on Neural Networks and Learning Systems. https://doi.org/10.1109/TNNL-S.2016.2527796 (2016)
Li, J., Li, X., Yang, B., Sun, X.: Segmentation-based image copy-move forgery detection scheme. IEEE Trans. Inf. Forensics Secur. 10, 507–518 (2015)
Pan, Z., Zhang, Y., Kwong, S.: Efficient motion and disparity estimation optimization for low complexity multiview video coding. IEEE Trans. Broadcast. 61, 166–176 (2015)
Powell, M.J.D.: Non-convex minimization calculation and the conjugate gradient method. Lecture Notes in Math, vol. 1066, pp. 122–241. Springer, Berlin (1984)
Zoutendijk, G.: Nonlinear programming, computation methods, integer and nonlinear programming, pp. 37–86. (J. Abradie, ed), North-Holland (Amsterdam) (1970)
Yuan, G., Zhang, M.: A three-terms Polak-Ribière-Polyak conjugate gradient algorithm for large-scale nonlinear equations. J. Comput. Appl. Math. 286, 186–195 (2015)
Yuan, G., Wei, Z., Li, G.: A modified Polak-Ribière-Polyak conjugate gradient algorithm for nonsmooth convex programs. J. Comput. Appl. Math. 255, 86–96 (2014)
Yuan, G., Meng, Z., Li, Y.: A modified Hestenes and Stiefel conjugate gradient algorithm for large-scale nonsmooth minimizations and nonlinear equations. J. Optim. Theory Appl. 168, 129–152 (2016)
Al-Baali, M.: Descent property and global convergence of the Fletcher-Reeves method with inexact line searches. IMA 5, 122–124 (1985)
Al-Baali, M., Narushima, M.Y., Yabe, H.: A family of three-term conjugate gradient methods with sufficient descent property for unconstrained optimization. Comput. Optim. Appl. 21.1, 212–230 (2011)
Cheng, W.: A PRP type method for systems of monotone equations. [J]. Math. Comput. Model. 50(1–2), 15–20 (2009)
Dai, Y.H., Kou, C.X.: A nonlinear conjugate gradient algorithm with an optimal property and an improved Wolfe line search. SIAM J. Optim. 23, 296–320 (2013)
Hamoda, M., Rivaie, M., Mamat, M., Salleh, Z.: A new simple conjugate gradient coefficient for unconstrained optimization. Appl. Math. Sci. 9(63), 3119–3130 (2015)
Babaie-Kafaki, S., Ghanbari, R.: A descent extension of the PRP conjugate gradient method. Comput. Math. Appl. 68.12, 2005–2011 (2014)
Yang, Y., Cao M.: The global convergence of a new mixed conjugate gradient method for unconstrained optimization. J. Appl. Math. (7), 1101–1114 (2012)
Li, D.H., Wang X.: A modified Fletcher–Reeves-type derivative-free method for symmetric nonlinear equations. Numer. Algebra Control Optim. 1, 71–82 (2011)
Xiao, Y., Zhu, H.: A conjugate gradient method to solve convex constrained monotone equations with applications in compressive sensing. J. Math. Anal. Appl. 405, 310–319 (2013)
Zhou, W., Shen, D.: An inexact PRP conjugate gradient method for symmetric nonlinear equations. Numer. Funct. Anal. Opt. 35, 370–388 (2014)
Dai, Y.H., Yuan, Y.X.: Convergence properties of the Fletcher-Reeves method. IMA J. Number Anal. 16, 155–164 (1996)
Gilbert, J. C., Nocedal, J.: Global convergence properties of conjugate gradient methods for optimization. SIAM J. Optim. 2, 21–42 (1992)
Hu, Y.F., Storey, C.: Global convergence result for conjugate gradient methods. J. Optim. Theory Appl. 71, 399–405 (1991)
Liu, G., Han, J., Yin, H.: Global convergence of the Fletcher-Reeves algorithm with inexact line search. Appl. Math. Chinese Universities Series B 10, 75–82 (1995)
Dai, Y.H., Yuan, Y.X.: Further insight into the convergence of the Fletcher-Reeves method. Sci. China, Ser. A 41, 1142–1150 (1998)
Moré, J.J., Garbow, B.S., Hillstrom, K.E.: Testing unconstrained optimization software. ACM Trans. Math. Softw. 7, 17–41 (1981)
Author information
Authors and Affiliations
Corresponding author
Additional information
This research was supported by the National Natural Science Foundations of China (11271233) and Natural Science Foundation of Shandong Province (ZR2012AM016).
Rights and permissions
About this article
Cite this article
Zhao, W., Wang, C. & Gu, Y. On the convergence of s-dependent GFR conjugate gradient method for unconstrained optimization. Numer Algor 78, 721–738 (2018). https://doi.org/10.1007/s11075-017-0397-7
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11075-017-0397-7