Sufficient descent three term conjugate gradient method via symmetric rank-one update for large-scale optimization

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Sufficient descent three term conjugate gradient method via symmetric rank-one update for large-scale optimization

In this paper, we propose a three-term conjugate gradient method via the symmetric rank-one update. The basic idea is to exploit the good properties of the SR1 update in providing quality Hessian approximations to construct a conjugate gradient line search direction without the storage of matrices a...

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Bibliographic Details
Main Authors:	Moyi, Aliyu Usman, Leong, Wah June
Format:	Article
Language:	English
Published:	Taylor & Francis 2016
Subjects:	Unconstrained optimization; Symmetric rank-one update; Three-term conjugate gradient method; Memoryless update; Sufficient descent
Online Access:	http://psasir.upm.edu.my/id/eprint/53933/ http://psasir.upm.edu.my/id/eprint/53933/1/Sufficient%20descent%20three%20term%20conjugate%20gradient%20method%20.pdf

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