Abstract
It is well know that DY conjugate gradient is one of the most efficient optimization algorithms, which sufficiently utilizes the current information of the search direction and gradient function. It is regrettable that DY conjugate gradient algorithm fails to address large scale optimization model and few scholars and writers paid much attention to modifying it. Thus, to solve large scale unconstrained optimization problems, a modified DY conjugate gradient algorithm under Yuan-Wei-Lu line search was proposed. The proposed algorithm not only has a descent character but also a trust region property. At the same time, the objective algorithm meets the demand of global convergence and the corresponding numeral test proves it is more outstanding compare with similar optimization algorithms.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Akkraoui, A., Trmolet, Y., Todling, R.: Preconditioning of variational data assimilation and the use of a bi-conjugate gradient method. Q. J. R. Meteorol. Soc. 139, 731–741 (2013)
Jordan, A., Bycul, R.P.: The parallel algorithm of conjugate gradient method. In: Grigoras, D., Nicolau, A., Toursel, B., Folliot, B. (eds.) IWCC 2001. LNCS, vol. 2326, pp. 156–165. Springer, Heidelberg (2002). https://doi.org/10.1007/3-540-47840-X_15
Shanno, D.: Conditioning of quasi-Newton methods for function minimization. Math. Comput. 24, 647–656 (1970)
Touati-Ahmed, D., Storey, C.: Efficient hybrid conjugate gradient techniques. J. Optim. Theor. Appl. 64, 379–397 (1990)
Touati-Ahmed, D., Storey, C.: Globally convergent hybrid conjugate gradient methods. J. Optim. Theor. Appl. 64, 379–397 (1990)
Polak, E., Ribire, G.: Note sur la convergence de mthodes de directions conjugues. Rev. Franaise Informat. Recherche Oprationnelle 16, 35–43 (2009)
Yuan, G., Hu, W., Sheng, Z.: A conjugate gradient algorithm with Yuan-Wei-Lu line search. In: Sun, X., Chao, H.-C., You, X., Bertino, E. (eds.) ICCCS 2017. LNCS, vol. 10603, pp. 738–746. Springer, Cham (2017). https://doi.org/10.1007/978-3-319-68542-7_64
Yuan, G., Sheng, Z., Wang, B.: The global convergence of a modified BFGS method for nonconvex functions. J. Comput. Appl. Math. 327, 274–294 (2017)
Yuan, G., Wei, Z., Lu, X.: Global convergence of BFGS and PRP methods under a modified weak Wolfe-Powell line search. Appl. Math. Model. 47, 811–825 (2017)
Darzentas, J.: Problem complexity and method efficiency in optimization. J. Oper. Res. Soc. 35, 455 (1984)
Dong, J., Jiao, B., Chen, L.: A new hybrid HS-DY conjugate gradient method. In: International Joint Conference on Computational Sciences and Optimization, vol. 4, pp. 94–98 (2011)
Gilbert, J., Lemarchal, C.: Some numerical experiments with variable-storage quasi-Newton algorithms. Math. Program. 45, 407–435 (1989)
Gilbert, J., Nocedal, J.: Global convergence properties of conjugate gradient methods for optimization. SIAM J. Optim. 2, 21–42 (1990)
Tang, J., Dong, L., Zhang, X.: A new class of memory gradient methods with Wolfe line search. J. Shandong Univ. 44, 33–37 (2005)
Dixon, L., Ducksbury, P., Singh, P.: A new three-term conjugate gradient method. J. Optim. Theor. Appl. 47, 285–300 (1985)
Fletcher, R.: Practical Methods of Optimization, vol. 1, pp. 71–94. Wiley (1980)
Surhone, L.M., Timpledon, M.T., Marseken, S.F.: Quasi-Newton method. Betascript Publ. 14, 115–150 (2010)
Lian, S., Wang, C.: Global convergence properties of the conjugate descent method. OR Trans. 7, 1–9 (2003)
Zhang, L., Zhou, W., Li, D.: Global convergence of a modified Fletcher-Reeves conjugate gradient method with Armijo-type line search. Numerische Mathematik 104, 561–572 (2006)
Hestenes, M., Stiefel, E.: Methods of conjugate gradients for solving linear systems. J. Res. Natl. Bur. Stand. 49, 409–436 (1952)
Islam, M., Robert, A., James, W.: Integrated economic-hydrologic modelling for groundwater basin management. Int. J. Water Resour. Dev. 13, 21–34 (1997)
Qin, P., Huang, D., Yuan, Y.: Integrated gravity and gravity gradient 3D inversion using the non-linear conjugate gradient. J. Appl. Geophys. 126, 52–73 (2016)
Byrd, R., Nocedal, J.: A Tool for the analysis of quasi-Newton methods with application to unconstrained minimization. Soc. Ind. Appl. Math. 26, 727–739 (1989)
Fletcher, R., Reeves, C.: Function minimization by conjugate gradients. Comput. J. 7, 149–154 (1964)
Dai, Y., Han, J., Liu, G.: Convergence properties of nonlinear conjugate gradient methods. SIAM J. Optim. 10, 345–358 (1998)
Dai, Y., Yuan, Y.: Convergence properties of the conjugate descent method. Adv. Math. 26, 552–562 (1996)
Dai, Y., Yuan, Y.: Convergence properties of the Fletcher-Reeves method. IMA J. Numer. Anal. 16, 155–164 (1996)
Dai, Z., Tian, B.: Global convergence of some modified PRP nonlinear conjugate gradient methods. Optim. Lett. 5, 615–630 (2011)
Pan, Z., Cai, Y., Tan, S.: Transient analysis of on-chip power distribution networks using equivalent circuit modeling. In: International Symposium on Quality Electronic Design Proceedings, pp. 63–68 (2004)
Acknowledgements
We would like to thank reviewers and editors for their meaningful suggestions. This work is supported by the National Natural Science Foundation of China (Grant No. 11661009), the Guangxi Science Fund for Distinguished Young Scholars (No. 2015GXNSFGA139001), and the Guangxi Natural Science Key Fund (No. 2017GXNSFDA198046).
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2018 Springer Nature Switzerland AG
About this paper
Cite this paper
Yuan, G., Li, T. (2018). A Modified Dai-Yuan Conjugate Gradient Algorithm for Large-Scale Optimization Problems. In: Sun, X., Pan, Z., Bertino, E. (eds) Cloud Computing and Security. ICCCS 2018. Lecture Notes in Computer Science(), vol 11063. Springer, Cham. https://doi.org/10.1007/978-3-030-00006-6_12
Download citation
DOI: https://doi.org/10.1007/978-3-030-00006-6_12
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-00005-9
Online ISBN: 978-3-030-00006-6
eBook Packages: Computer ScienceComputer Science (R0)