Abstract
In this paper, based on the hybrid conjugate gradient method and the convex combination technique, a new family of hybrid three-term conjugate gradient methods are proposed for solving unconstrained optimization. The conjugate parameter in the search direction is a hybrid of Dai-Yuan conjugate parameter and any one. The search direction then is the sum of the negative gradient direction and a convex combination in relation to the last search direction and the gradient at the previous iteration. Without choosing any specific conjugate parameters, we show that the search direction generated by the family always possesses the descent property independent of line search technique, and that it is globally convergent under usual assumptions and the weak Wolfe line search. To verify the effectiveness of the presented family, we further design a specific conjugate parameter, and perform medium-large-scale numerical experiments for smooth unconstrained optimization and image restoration problems. The numerical results show the encouraging efficiency and applicability of the proposed methods even compared with the state-of-the-art methods.
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Notes
All codes are available at https://github.com/jhyin-optim/FHTTCGMs_with_applications
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Funding
This work was supported by the National Natural Science Foundation of China (Grant No. 11771383), the Natural Science Foundation of Guangxi Province (No. 2020GXNSFDA238017), Research Project of Guangxi University for Nationalities (Grant No. 2018KJQD02) and Innovation Project of Guangxi Graduate Education (gxun-chxp201909).
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Jiang, X., Liao, W., Yin, J. et al. A new family of hybrid three-term conjugate gradient methods with applications in image restoration. Numer Algor 91, 161–191 (2022). https://doi.org/10.1007/s11075-022-01258-2
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DOI: https://doi.org/10.1007/s11075-022-01258-2
Keywords
- Hybrid three-term conjugate gradient method
- Descent property
- Global convergence
- Unconstrained optimization
- Image restoration