Abstract

Based on the Davidson-Fletcher-Powell (DFP) method which is a quasi-Newton method, an effective three- term conjugate gradient method is constructed to solve large-scale unconstrained optimization problems. The method possesses two attractive properties: (i) the famous Dai-Liao conjugate condition is satisfied and is independent of any line search; (ii) the sufficient descent property always holds without any line search. The convergence analysis is established under the general Wolfe line search. Numerical results show that the new method is effective and robust by comparing with the SPRP, PRP, and CG-DESCENT methods for the given test problems.

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