scholarly journals A derivative-free conjugate gradient projection method based on the memoryless BFGS update

2020 ◽  
Vol 8 (2) ◽  
pp. 502-509
Author(s):  
M. Koorapetse ◽  
P. Kaelo
2013 ◽  
Vol 756-759 ◽  
pp. 3537-3541
Author(s):  
Hong Fang Cui ◽  
Ting Zhou

This paper constructs a new P-DY conjugate gradient projection method, the parameter contains parameters, it can be good to adjust the parameters of, this method makes the problem much faster, and more accurate results can be obtained iteratively. The decline of this algorithm and search convergence principle under the condition of Wolfe line, and will test new estimation algorithm, it is applied to the linear model with equality constraints and the results show that the effect is very good.


Complexity ◽  
2020 ◽  
Vol 2020 ◽  
pp. 1-14 ◽  
Author(s):  
Pengjie Liu ◽  
Jinbao Jian ◽  
Xianzhen Jiang

The conjugate gradient projection method is one of the most effective methods for solving large-scale monotone nonlinear equations with convex constraints. In this paper, a new conjugate parameter is designed to generate the search direction, and an adaptive line search strategy is improved to yield the step size, and then, a new conjugate gradient projection method is proposed for large-scale monotone nonlinear equations with convex constraints. Under mild conditions, the proposed method is proved to be globally convergent. A large number of numerical experiments for the presented method and its comparisons are executed, which indicates that the presented method is very promising. Finally, the proposed method is applied to deal with the recovery of sparse signals.


2014 ◽  
Vol 2014 ◽  
pp. 1-9 ◽  
Author(s):  
Zhifeng Dai

Combining the Rosen gradient projection method with the two-term Polak-Ribière-Polyak (PRP) conjugate gradient method, we propose a two-term Polak-Ribière-Polyak (PRP) conjugate gradient projection method for solving linear equality constraints optimization problems. The proposed method possesses some attractive properties: (1) search direction generated by the proposed method is a feasible descent direction; consequently the generated iterates are feasible points; (2) the sequences of function are decreasing. Under some mild conditions, we show that it is globally convergent with Armijio-type line search. Preliminary numerical results show that the proposed method is promising.


Sign in / Sign up

Export Citation Format

Share Document