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A novel value for the parameter in the Dai-Liao-type conjugate gradient method. (English) Zbl 1460.65079
Summary: A new rule for calculating the parameter \(t\) involved in each iteration of the MHSDL (Dai-Liao) conjugate gradient (CG) method is presented. The new value of the parameter initiates a more efficient and robust variant of the Dai-Liao algorithm. Under proper conditions, theoretical analysis reveals that the proposed method in conjunction with backtracking line search is of global convergence. Numerical experiments are also presented, which confirm the influence of the new value of the parameter \(t\) on the behavior of the underlying CG optimization method. Numerical comparisons and the analysis of obtained results considering Dolan and Moré’s performance profile show better performances of the novel method with respect to all three analyzed characteristics: number of iterative steps, number of function evaluations, and CPU time.
MSC:
65K10 Numerical optimization and variational techniques
90C26 Nonconvex programming, global optimization
Software:
CG_DESCENT; CUTE ; CUTEr
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References:
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