Two Scaling Conjugate Gradient Methods Using the Approximate Optimal Stepsizes for Unconstrained Optimization Problem
DOI:
https://doi.org/10.55578/jdso.2610.010Keywords:
Unconstrained optimization, approximate optimal stepsize, Barzilai-Borwein method, scaling conjugate gradient method, global convergenceAbstract
This paper proposes a new method, which combines the gradient method using the approximately optimal stepsizes with the Barzilai and Borwein scaling conjugate gradient method, and propose two scaling conjugate gradient methods for nonlinear unconstrained optimization problems. And then, the sufficient descent property and the global convergence are proved under some reasonable conditions and the standard Wolfe line search. We give some preliminary numerical results to show the effectiveness of the proposed method.
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