Skip to main content
Log in

On the convergence of s-dependent GFR conjugate gradient method for unconstrained optimization

  • Original Paper
  • Published:
Numerical Algorithms Aims and scope Submit manuscript

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.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. 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)

  2. 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)

    Article  Google Scholar 

  3. 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)

    Article  MathSciNet  Google Scholar 

  4. 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)

  5. 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)

    Article  Google Scholar 

  6. 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)

    Article  Google Scholar 

  7. 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)

    Google Scholar 

  8. Zoutendijk, G.: Nonlinear programming, computation methods, integer and nonlinear programming, pp. 37–86. (J. Abradie, ed), North-Holland (Amsterdam) (1970)

  9. 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)

    Article  MathSciNet  MATH  Google Scholar 

  10. 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)

    Article  MathSciNet  MATH  Google Scholar 

  11. 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)

    Article  MathSciNet  MATH  Google Scholar 

  12. Al-Baali, M.: Descent property and global convergence of the Fletcher-Reeves method with inexact line searches. IMA 5, 122–124 (1985)

    MATH  Google Scholar 

  13. 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)

    MATH  Google Scholar 

  14. Cheng, W.: A PRP type method for systems of monotone equations. [J]. Math. Comput. Model. 50(1–2), 15–20 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  15. 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)

    Article  MathSciNet  MATH  Google Scholar 

  16. 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)

    Google Scholar 

  17. Babaie-Kafaki, S., Ghanbari, R.: A descent extension of the PRP conjugate gradient method. Comput. Math. Appl. 68.12, 2005–2011 (2014)

    Article  MATH  Google Scholar 

  18. Yang, Y., Cao M.: The global convergence of a new mixed conjugate gradient method for unconstrained optimization. J. Appl. Math. (7), 1101–1114 (2012)

  19. 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)

    Article  MathSciNet  MATH  Google Scholar 

  20. 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)

    Article  MathSciNet  MATH  Google Scholar 

  21. Zhou, W., Shen, D.: An inexact PRP conjugate gradient method for symmetric nonlinear equations. Numer. Funct. Anal. Opt. 35, 370–388 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  22. Dai, Y.H., Yuan, Y.X.: Convergence properties of the Fletcher-Reeves method. IMA J. Number Anal. 16, 155–164 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  23. Gilbert, J. C., Nocedal, J.: Global convergence properties of conjugate gradient methods for optimization. SIAM J. Optim. 2, 21–42 (1992)

    Article  MathSciNet  MATH  Google Scholar 

  24. Hu, Y.F., Storey, C.: Global convergence result for conjugate gradient methods. J. Optim. Theory Appl. 71, 399–405 (1991)

    Article  MathSciNet  MATH  Google Scholar 

  25. 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)

    Article  MATH  Google Scholar 

  26. Dai, Y.H., Yuan, Y.X.: Further insight into the convergence of the Fletcher-Reeves method. Sci. China, Ser. A 41, 1142–1150 (1998)

    Article  MathSciNet  Google Scholar 

  27. Moré, J.J., Garbow, B.S., Hillstrom, K.E.: Testing unconstrained optimization software. ACM Trans. Math. Softw. 7, 17–41 (1981)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Wenling Zhao.

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

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

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

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11075-017-0397-7

Keywords

Navigation