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A Modified Nonlinear Conjugate Gradient Algorithm for Large-Scale Nonsmooth Convex Optimization

文献类型：期刊论文

作者Woldu, Tsegay Giday1; Zhang, Haibin1; Zhang, Xin2; Fissuh, Yemane Hailu1
刊名JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
出版日期2020-02-12
页码16
关键词Conjugate gradient method Moreau-Yosida regularization Nonsmooth large-scale problems Global convergence
ISSN号0022-3239
DOI10.1007/s10957-020-01636-7
通讯作者Woldu, Tsegay Giday(tsegikuhil@gmail.com)
英文摘要Nonlinear conjugate gradient methods are among the most preferable and effortless methods to solve smooth optimization problems. Due to their clarity and low memory requirements, they are more desirable for solving large-scale smooth problems. Conjugate gradient methods make use of gradient and the previous direction information to determine the next search direction, and they require no numerical linear algebra. However, the utility of nonlinear conjugate gradient methods has not been widely employed in solving nonsmooth optimization problems. In this paper, a modified nonlinear conjugate gradient method, which achieves the global convergence property and numerical efficiency, is proposed to solve large-scale nonsmooth convex problems. The new method owns the search direction, which generates sufficient descent property and belongs to a trust region. Under some suitable conditions, the global convergence of the proposed algorithm is analyzed for nonsmooth convex problems. The numerical efficiency of the proposed algorithm is tested and compared with some existing methods on some large-scale nonsmooth academic test problems. The numerical results show that the new algorithm has a very good performance in solving large-scale nonsmooth problems.
WOS关键词NONMONOTONE LINE SEARCH ; CONVERGENCE ANALYSIS ; BUNDLE METHODS ; SEGMENTATION
资助项目National Natural Science Foundation of China[11771003]
WOS研究方向Operations Research & Management Science ; Mathematics
语种英语
WOS记录号WOS:000513025700002
出版者SPRINGER/PLENUM PUBLISHERS
资助机构National Natural Science Foundation of China
源URL[http://ir.ia.ac.cn/handle/173211/28564]  
专题自动化研究所_脑网络组研究中心
通讯作者Woldu, Tsegay Giday
作者单位1.Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China
2.Chinese Acad Sci, Inst Automat, Natl Lab Pattern Recognit, Beijing, Peoples R China
推荐引用方式
GB/T 7714		 Woldu, Tsegay Giday,Zhang, Haibin,Zhang, Xin,et al. A Modified Nonlinear Conjugate Gradient Algorithm for Large-Scale Nonsmooth Convex Optimization[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,2020:16.
APA Woldu, Tsegay Giday,Zhang, Haibin,Zhang, Xin,&Fissuh, Yemane Hailu.(2020).A Modified Nonlinear Conjugate Gradient Algorithm for Large-Scale Nonsmooth Convex Optimization.JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,16.
MLA Woldu, Tsegay Giday,et al."A Modified Nonlinear Conjugate Gradient Algorithm for Large-Scale Nonsmooth Convex Optimization".JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS (2020):16.

入库方式： OAI收割

来源：自动化研究所

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