Open AccessModification of the Armijo line search to satisfy the convergence properties of HS method
Author(s) -
Mohammed Belloufi,
Rachid Benzine,
Yamina Laskri
Publication year - 2013
Publication title -
an international journal of optimization and control theories and applications (ijocta)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.287
H-Index - 6
eISSN - 2146-5703
pISSN - 2146-0957
DOI - 10.11121/ijocta.01.2013.00141
Subject(s) - conjugate gradient method , line search , convergence (economics) , derivation of the conjugate gradient method , nonlinear conjugate gradient method , conjugate residual method , line (geometry) , mathematics , conjugate , gradient method , mathematical optimization , algorithm , computer science , gradient descent , mathematical analysis , geometry , artificial intelligence , radius , computer security , economics , artificial neural network , economic growth
The Hestenes-Stiefel (HS) conjugate gradient algorithm is a useful tool of unconstrainednumerical optimization, which has good numerical performance but no global convergence result under traditional line searches. This paper proposes a line search technique that guarantee the globalconvergence of the Hestenes-Stiefel (HS) conjugate gradient method. Numerical tests are presented tovalidate the dii¬€erent approaches.
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