Abstract
Recently, Peyghami et al. (Optim Meth Soft 43:1–28, 2015) proposed a modified secant equation, which applied a new updating Yabe and Takano’s rule as an adaptive version of the parameter of conjugate gradient. Here, using this modified secant equation, we propose a new modified descent spectral nonlinear conjugate gradient method. The proposed method includes two major features; the higher-order accuracy in approximating the second-order curvature information of the objective function and the sufficient descent condition. Global convergence of the proposed method is proved for uniformly convex functions and general functions. Numerical experiments are done on a set of test functions of the CUTEr collection. The results are compared with some well-known methods.
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Nezhadhosein, S. A Modified Descent Spectral Conjugate Gradient Method for Unconstrained Optimization. Iran J Sci Technol Trans Sci 45, 209–220 (2021). https://doi.org/10.1007/s40995-020-01012-0
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DOI: https://doi.org/10.1007/s40995-020-01012-0