中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
New subspace minimization conjugate gradient methods based on regularization model for unconstrained optimization

文献类型:期刊论文

作者Zhao, Ting1; Liu, Hongwei1; Liu, Zexian2,3
刊名NUMERICAL ALGORITHMS
出版日期2020-10-28
页码34
关键词Conjugate gradient method p-regularization model Subspace technique Nonmonotone line search Unconstrained optimization
ISSN号1017-1398
DOI10.1007/s11075-020-01017-1
英文摘要In this paper, two new subspace minimization conjugate gradient methods based on p-regularization models are proposed, where a special scaled norm in p-regularization model is analyzed. Different choices of special scaled norm lead to different solutions to the p-regularized subproblem. Based on the analyses of the solutions in a two-dimensional subspace, we derive new directions satisfying the sufficient descent condition. With a modified nonmonotone line search, we establish the global convergence of the proposed methods under mild assumptions. R-linear convergence of the proposed methods is also analyzed. Numerical results show that, for the CUTEr library, the proposed methods are superior to four conjugate gradient methods, which were proposed by Hager and Zhang (SIAM J. Optim. 16(1):170-192, 2005), Dai and Kou (SIAM J. Optim. 23(1):296-320, 2013), Liu and Liu (J. Optim. Theory. Appl. 180(3):879-906, 2019) and Li et al. (Comput. Appl. Math. 38(1):2019), respectively.
资助项目National Science Foundation of China[11901561] ; Guangxi Natural Science Foundation[2018GXNSFBA281180] ; China Postdoctoral Science Foundation[2019M660833]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000582812700002
出版者SPRINGER
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/52394]  
专题中国科学院数学与系统科学研究院
通讯作者Liu, Hongwei
作者单位1.Xidian Univ, Sch Math & Stat, Xian 710126, Peoples R China
2.Chinese Acad Sci, State Key Lab Sci & Engn Comp, Inst Computat Math & Sci Engn Comp, AMSS, Beijing 100190, Peoples R China
3.Guizhou Univ, Sch Math & Stat, Guiyang 550025, Peoples R China
推荐引用方式
GB/T 7714
Zhao, Ting,Liu, Hongwei,Liu, Zexian. New subspace minimization conjugate gradient methods based on regularization model for unconstrained optimization[J]. NUMERICAL ALGORITHMS,2020:34.
APA Zhao, Ting,Liu, Hongwei,&Liu, Zexian.(2020).New subspace minimization conjugate gradient methods based on regularization model for unconstrained optimization.NUMERICAL ALGORITHMS,34.
MLA Zhao, Ting,et al."New subspace minimization conjugate gradient methods based on regularization model for unconstrained optimization".NUMERICAL ALGORITHMS (2020):34.

入库方式: OAI收割

来源:数学与系统科学研究院

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