An improved Dai‐Liao‐style hybrid conjugate gradient‐based method for solving unconstrained nonconvex optimization and extension to constrained nonlinear monotone equations
In this work, for unconstrained optimization, we introduce an improved Dai‐Liao‐style hybrid conjugate gradient method based on the hybridization‐based self‐adaptive technique, and the search direction generated fulfills the sufficient descent and trust region properties regardless of any line search. The global convergence is established under standard Wolfe line search and common assumptions. Then, combining the hyperplane projection technique and a new self‐adaptive line search, we extend the proposed conjugate gradient method and obtain an improved Dai‐Liao‐style hybrid conjugate gradient projection method to solve constrained nonlinear monotone equations. Under mild conditions, we obtain its global convergence without Lipschitz continuity. In addition, the convergence rates for the two proposed methods are analyzed, respectively. Finally, numerical experiments are conducted to demonstrate the effectiveness of the proposed methods.
Authors
- Xiaping Zeng
- Xianglin Rong
- Hu Shao (ORCID: https://orcid.org/0000-0001-7816-0707)
- Pengjie Liu (ORCID: https://orcid.org/0000-0002-9176-6321)
- Jian-Hao Zhou
- Zihang Yuan
Institutions
- China University of Mining and Technology (CN)
- Yulin Normal University (CN)
- Hunan Institute of Engineering (CN)
- University of Michigan (US)
Publication Details
- Journal
- Mathematical Methods in the Applied Sciences
- Published
- 2024-08-19
- DOI
- https://doi.org/10.1002/mma.10396
- Citations
- 3
- Primary Topic
- Advanced Optimization Algorithms Research
- Type
- article
- Field-Weighted Citation Impact
- 2.20
Funders
- National Natural Science Foundation of China
- Natural Science Foundation of Guangxi Province