Authors: Yueting Yang Yuting Chen Yunlong Lu
Publish Date: 2017/02/13
Volume: 76, Issue: 3, Pages: 813-828
Abstract
In this paper a subspace threeterm conjugate gradient method is proposed The search directions in the method are generated by minimizing a quadratic approximation of the objective function on a subspace And they satisfy the descent condition and DaiLiao conjugacy condition At each iteration the subspace is spanned by the current negative gradient and the latest two search directions Thereby the dimension of the subspace should be 2 or 3 Under some appropriate assumptions the global convergence result of the proposed method is established Numerical experiments show the proposed method is competitive for a set of 80 unconstrained optimization test problems
Keywords: