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Computational Optimization and Applications

, Volume 60, Issue 1, pp 89–110 | Cite as

A family of three-term conjugate gradient methods with sufficient descent property for unconstrained optimization

  • Mehiddin Al-Baali
  • Yasushi Narushima
  • Hiroshi Yabe
Article

Abstract

Recently, conjugate gradient methods, which usually generate descent search directions, are useful for large-scale optimization. Narushima et al. (SIAM J Optim 21:212–230, 2011) have proposed a three-term conjugate gradient method which satisfies a sufficient descent condition. We extend this method to two parameters family of three-term conjugate gradient methods which can be used to control the magnitude of the directional derivative. We show that these methods converge globally and work well for suitable choices of the parameters. Numerical results are also presented.

Keywords

Unconstrained optimization Three-term conjugate gradient method Sufficient descent condition Global convergence 

Notes

Acknowledgments

The authors would like to thank Prof. William W. Hager, the Editor-in-Chief of the journal, and the anonymous reviewers for valuable comments on a draft of this paper. We would also like to thank Prof. Yu-Hong Dai for providing his program code of conjugate gradient methods. The second and third authors are supported in part by the Grant-in-Aid for Scientific Research (C) 25330030 of Japan Society for the Promotion of Science

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Copyright information

© Springer Science+Business Media New York 2014

Authors and Affiliations

  • Mehiddin Al-Baali
    • 1
  • Yasushi Narushima
    • 2
  • Hiroshi Yabe
    • 3
  1. 1.Department of Mathematics and StatisticsSultan Qaboos UniversityMuscatOman
  2. 2.Department of Management System ScienceYokohama National UniversityYokohamaJapan
  3. 3.Department of Mathematical Information ScienceTokyo University of ScienceTokyoJapan

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