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A scaled three-term conjugate gradient method for large-scale unconstrained optimization problem. (English) Zbl 1433.90160

Summary: The moving asymptote method is an efficient tool to solve structural optimization. In this paper, a new scaled three-term conjugate gradient method is proposed by combining the moving asymptote technique with the conjugate gradient method. In this method, the scaling parameters are calculated by the idea of moving asymptotes. It is proved that the search directions generated always satisfy the sufficient descent condition independent of the line search. We establish the global convergence of the proposed method with Armijo-type line search. The numerical results show the efficiency of the new algorithm for solving large-scale unconstrained optimization problems.

MSC:

90C30 Nonlinear programming
65K05 Numerical mathematical programming methods

Software:

CUTE; CUTEr
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Full Text: DOI

References:

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