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A Mixed Spectral CD-DY Conjugate Gradient Method

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  • Liu Jinkui
  • Du Xianglin
  • Wang Kairong

Abstract

A mixed spectral CD-DY conjugate descent method for solving unconstrained optimization problems is proposed, which combines the advantages of the spectral conjugate gradient method, the CD method, and the DY method. Under the Wolfe line search, the proposed method can generate a descent direction in each iteration, and the global convergence property can be also guaranteed. Numerical results show that the new method is efficient and stationary compared to the CD (Fletcher 1987) method, the DY (Dai and Yuan 1999) method, and the SFR (Du and Chen 2008) method; so it can be widely used in scientific computation.

Suggested Citation

  • Liu Jinkui & Du Xianglin & Wang Kairong, 2012. "A Mixed Spectral CD-DY Conjugate Gradient Method," Journal of Applied Mathematics, Hindawi, vol. 2012, pages 1-10, March.
    • Handle: RePEc:hin:jnljam:569795
    DOI: 10.1155/2012/569795
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