Abstract
The conjugate gradient method can be applied in many fields, such as neural networks, image restoration, machine learning, deep learning, and many others. Polak–Ribiere–Polyak and Hestenses–Stiefel conjugate gradient methods are considered as the most efficient methods to solve nonlinear optimization problems. However, both methods cannot satisfy the descent property or global convergence property for general nonlinear functions. In this paper, we present two new modifications of the PRP method with restart conditions. The proposed conjugate gradient methods satisfy the global convergence property and descent property for general nonlinear functions. The numerical results show that the new modifications are more efficient than recent CG methods in terms of number of iterations, number of function evaluations, number of gradient evaluations, and CPU time.
Highlights
IntroductionWe consider the following form for the unconstrained optimization problem: min f (x)|x ∈ Rn ,
We consider the following form for the unconstrained optimization problem: min f (x)|x ∈ Rn, (1.1)where f : Rn → R is a continuously differentiable function and its gradient is denoted by g(x) = ∇f (x)
In 2006, Wei et al [16] gave a new positive CG method, which is quite similar to the original PRP method, which has global convergence under exact and inexact line search, that is, βkWYL
Summary
We consider the following form for the unconstrained optimization problem: min f (x)|x ∈ Rn ,. Where f : Rn → R is a continuously differentiable function and its gradient is denoted by g(x) = ∇f (x). To solve (1.1) using the CG method, we use the following iterative method starting from the initial point x0 ∈ Rn. xk+1 = xk + αkdk, k = 0, 1, 2, . . Salleh et al Journal of Inequalities and Applications (2022) 2022:14 where αk > 0 is the step size obtained by some line search. To obtain the steplength αk, we have the following two line searches: 1. Exact line search f (xk + αkdk) = min f (xk + αdk), α ≥ 0. (1.4) is computationally expensive if the function has many local minima
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