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2018 | OriginalPaper | Buchkapitel

A Modified Dai-Yuan Conjugate Gradient Algorithm for Large-Scale Optimization Problems

verfasst von : Gonglin Yuan, Tingting Li

Erschienen in: Cloud Computing and Security

Verlag: Springer International Publishing

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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.

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Metadaten
Titel
A Modified Dai-Yuan Conjugate Gradient Algorithm for Large-Scale Optimization Problems
verfasst von
Gonglin Yuan
Tingting Li
Copyright-Jahr
2018
DOI
https://doi.org/10.1007/978-3-030-00006-6_12