Global convergence of the Dai-Yuan conjugate gradient method with perturbations

Changyu Wang*, Meixia Li

*Corresponding author for this work

Research output: Contribution to journalJournal Article peer-review

Abstract

In this paper, the authors propose a class of Dai-Yuan (abbr. DY) conjugate gradient methods with linesearch in the presence of perturbations on general function and uniformly convex function respectively. Their iterate formula is x k+1 = x k + α k (s k + ω k ), where the main direction s k is obtained by DY conjugate gradient method, ω k is perturbation term, and stepsize α k is determined by linesearch which does not tend to zero in the limit necessarily. The authors prove the global convergence of these methods under mild conditions. Preliminary computational experience is also reported.

Original languageEnglish
Pages (from-to)416-428
Number of pages13
JournalJournal of Systems Science and Complexity
Volume20
Issue number3
DOIs
StatePublished - 09 2007
Externally publishedYes

Keywords

  • Conjugate gradient method
  • Global convergence
  • Perturbation
  • Uniformly convex

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