A Self-Adjusting Spectral Conjugate Gradient Method for Large-Scale Unconstrained Optimization

oleh: Yuanying Qiu, Dandan Cui, Wei Xue, Gaohang Yu

Format: Article
Diterbitkan: Wiley 2013-01-01

Deskripsi

This paper presents a hybrid spectral conjugate gradient method for large-scale unconstrained optimization, which possesses a self-adjusting property. Under the standard Wolfe conditions, its global convergence result is established. Preliminary numerical results are reported on a set of large-scale problems in CUTEr to show the convergence and efficiency of the proposed method.