October  2013, 9(4): 893-899. doi: 10.3934/jimo.2013.9.893

On the strong convergence of a modified Hestenes-Stiefel method for nonconvex optimization

1. 

Department of Mathematics, Changsha University of Science and Technology, Changsha 410004, China, China

Received  November 2012 Revised  February 2013 Published  August 2013

In [8], Zhang et al. proposed a modified three-term HS (MTTHS) conjugate gradient method and proved that this method converges globally for nonconvex minimization in the sense that $\liminf_{k\to\infty}\|\nabla f(x_k)\|=0$ when the Armijo or Wolfe line search is used. In this paper, we further study the convergence property of the MTTHS method. We show that the MTTHS method has strongly global convergence property (i.e., $\lim_{k\to\infty}\|\nabla f(x_k)\|=0$) for nonconvex optimization by the use of the backtracking type line search in [7]. Some preliminary numerical results are reported.
Citation: Weijun Zhou, Youhua Zhou. On the strong convergence of a modified Hestenes-Stiefel method for nonconvex optimization. Journal of Industrial & Management Optimization, 2013, 9 (4) : 893-899. doi: 10.3934/jimo.2013.9.893
References:
[1]

M. R. Hestenes and E. L. Stiefel, Method of conjugate gradient for solving linear systems, J. Res. Nat. Bur. Stand., 49 (1952), 409-432. Google Scholar

[2]

D. Li and M. Fukushima, A modified BFGS method and its global convergence in nonconvex minimization, J. Comput. Appl. Math., 129 (2001), 15-35. doi: 10.1016/S0377-0427(00)00540-9.  Google Scholar

[3]

D. Li and M. Fukushima, On the global convergence of the BFGS method for nonconvex unconstrained optimization problems, SIAM J. Optim., 11 (2001), 1054-1064. doi: 10.1137/S1052623499354242.  Google Scholar

[4]

J. J. Moré, B. S. Garbow and K. H. Hillstrom, Testing unconstrained optimization software, ACM Trans. Math. Softw., 7 (1981), 17-41. doi: 10.1145/355934.355936.  Google Scholar

[5]

E. Polak and G. Ribière, Note sur la convergence de méthodes de directions conjuguées, Rev. Fr. Inform. Rech. Oper., 16 (1969), 35-43.  Google Scholar

[6]

B. T. Polyak, The conjugate gradient method in extreme problems, USSR Comput. Math. Math. Phys., 9 (1969), 94-112. doi: 10.1016/0041-5553(69)90035-4.  Google Scholar

[7]

L. Zhang, W. Zhou and D. Li, A descent modified Polak-Ribière-Polyak conjugate gradient method and its global convergence, IMA J. Numer. Anal., 26 (2006), 629-640. doi: 10.1093/imanum/drl016.  Google Scholar

[8]

L. Zhang, W. Zhou and D. Li, Some descent three-term conjugate gradient methods and their global convergence, Optim. Meth. Softw., 22 (2007), 697-711. doi: 10.1080/10556780701223293.  Google Scholar

[9]

W. Zhou and D. Li, On the convergence properties of the unmodified PRP method with a non-descent line search,, submitted., ().  doi: 10.1080/10556788.2013.811241.  Google Scholar

show all references

References:
[1]

M. R. Hestenes and E. L. Stiefel, Method of conjugate gradient for solving linear systems, J. Res. Nat. Bur. Stand., 49 (1952), 409-432. Google Scholar

[2]

D. Li and M. Fukushima, A modified BFGS method and its global convergence in nonconvex minimization, J. Comput. Appl. Math., 129 (2001), 15-35. doi: 10.1016/S0377-0427(00)00540-9.  Google Scholar

[3]

D. Li and M. Fukushima, On the global convergence of the BFGS method for nonconvex unconstrained optimization problems, SIAM J. Optim., 11 (2001), 1054-1064. doi: 10.1137/S1052623499354242.  Google Scholar

[4]

J. J. Moré, B. S. Garbow and K. H. Hillstrom, Testing unconstrained optimization software, ACM Trans. Math. Softw., 7 (1981), 17-41. doi: 10.1145/355934.355936.  Google Scholar

[5]

E. Polak and G. Ribière, Note sur la convergence de méthodes de directions conjuguées, Rev. Fr. Inform. Rech. Oper., 16 (1969), 35-43.  Google Scholar

[6]

B. T. Polyak, The conjugate gradient method in extreme problems, USSR Comput. Math. Math. Phys., 9 (1969), 94-112. doi: 10.1016/0041-5553(69)90035-4.  Google Scholar

[7]

L. Zhang, W. Zhou and D. Li, A descent modified Polak-Ribière-Polyak conjugate gradient method and its global convergence, IMA J. Numer. Anal., 26 (2006), 629-640. doi: 10.1093/imanum/drl016.  Google Scholar

[8]

L. Zhang, W. Zhou and D. Li, Some descent three-term conjugate gradient methods and their global convergence, Optim. Meth. Softw., 22 (2007), 697-711. doi: 10.1080/10556780701223293.  Google Scholar

[9]

W. Zhou and D. Li, On the convergence properties of the unmodified PRP method with a non-descent line search,, submitted., ().  doi: 10.1080/10556788.2013.811241.  Google Scholar

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