Broyden–Fletcher–Goldfarb–Shanno算法
共轭班
数学
应用数学
组合数学
数学优化
算法
计算机科学
电信
异步通信
作者
Pengjie Liu,Zihang Yuan,Yue Zhuo,Hu Shao
标识
DOI:10.1080/10556788.2024.2364203
摘要
The spectral conjugate gradient (CG) method is one of the effective methods for solving unconstrained optimization problems. In this work, we introduce a composite hybrid CG parameter which is a convex combination of two new adaptive hybrid CG parameters. To derive the optimal choice of the combination coefficient in our proposed composite CG parameter, two approaches to calculating it are introduced. One is to minimize the distance between the hybrid CG direction and the self-scaling memoryless BFGS direction and the other is to apply the Dai–Liao conjugacy condition. Further, to make the search direction have better theoretical performance, two effective spectral hybrid CG methods are generated. Our proposed methods ensure the sufficient descent property regardless of the line search. And the global convergence results for general non-convex functions are established under some fundamental assumptions and Wolfe line search. Numerical experiments on solving unconstrained optimization problems illustrate the effectiveness of our proposed methods.
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