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A new two-parameter family of nonlinear conjugate gradient methods. (English) Zbl 1311.65073

Summary: Conjugate gradient methods are an important class of methods for unconstrained optimization, especially for large-scale problems. Recently, they have been much studied. In this paper, we propose a new two-parameter family of conjugate gradient methods for unconstrained optimization. The two-parameter family of methods not only includes the already existing three practical nonlinear conjugate gradient methods, but has other family of conjugate gradient methods as subfamily. The two-parameter family of methods with the Wolfe line search is shown to ensure the descent property of each search direction. Some general convergence results are also established for the two-parameter family of methods. The numerical results show that this method is efficient for the given test problems. In addition, the methods related to this family are uniformly discussed.

MSC:

65K05 Numerical mathematical programming methods
90C25 Convex programming
90C26 Nonconvex programming, global optimization
90C27 Combinatorial optimization
90C30 Nonlinear programming
Full Text: DOI

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