Timezone: »
In this paper, we propose a new non-monotone conjugate gradient method for solving unconstrained nonlinear optimization problems. We first modify the non-monotone line search method by introducing a new trigonometric function to calculate the non-monotone parameter, which plays an essential role in the algorithm's efficiency. Then, we apply a convex combination of the Barzilai-Borwein method \cite{Barzilai} for calculating the value of step size in each iteration. Under some suitable assumptions, we prove that the new algorithm has the global convergence property. The efficiency and effectiveness of the proposed method are determined in practice by applying the algorithm to some standard test problems and non-negative matrix factorization problems.
Author Information
Sajad Fathi Hafshejani (University of Lethbridgr)
Daya Gaur (University of Lethbridge)
Shahadat Hossain (University of Lethbridge)
Robert Benkoczi (University of Lethbridge)
More from the Same Authors
-
2021 : Poster Session 2 (gather.town) »
Wenjie Li · Akhilesh Soni · Jinwuk Seok · Jianhao Ma · Jeffery Kline · Mathieu Tuli · Miaolan Xie · Robert Gower · Quanqi Hu · Matteo Cacciola · Yuanlu Bai · Boyue Li · Wenhao Zhan · Shentong Mo · Junhyung Lyle Kim · Sajad Fathi Hafshejani · Chris Junchi Li · Zhishuai Guo · Harshvardhan Harshvardhan · Neha Wadia · Tatjana Chavdarova · Difan Zou · Zixiang Chen · Aman Gupta · Jacques Chen · Betty Shea · Benoit Dherin · Aleksandr Beznosikov