A sufficient descent three-term conjugate gradient method via symmetric rank-one update for large-scale optimization

作者：Moyi Aliyu Usman^*; Leong Andwah June

来源：Optimization, 2016, 65(1): 121-143.

DOI：10.1080/02331934.2014.994625

• unconstrained optimization
• symmetric rank-one update
• three-term conjugate gradient method
• memoryless update
• sufficient descent

In this paper, we propose a three-term conjugate gradient method via the symmetric rank-one update. The basic idea is to exploit the good properties of the SR1 update in providing quality Hessian approximations to construct a conjugate gradient line search direction without the storage of matrices and possess the sufficient descent property. Numerical experiments on a set of standard unconstrained optimization problems showed that the proposed method is superior to many well-known conjugate gradient methods in terms of efficiency and robustness.

• 出版日期2016-1-2