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| A Hybrid Conjugate Gradient Method withTrust Region for Large-Scale UnconstrainedOptimization Problems |
| A. P. Byengonzi,P. Kaelo,M. Koorapetse,P. Mtagulwa |
| (Department of Mathematics, University of Botswana, P/Bag UB00704,
Gaborone, Botswana;Department of Mathematics, Botho University, P.O. Box 501564, Gaborone,
Botswana) |
| DOI： |
| Abstract: |
| In this work, we modify a conjugate gradient (CG) method recently
proposed in the literature, where a PRP conjugate gradient method is modified using trust region. Particularly, we propose a hybrid CG method that
incorporates the parameters β
P RP , β
F R and β
CD, and this new search direction satisfies both the trust region feature and the sufficient descent conditions.
Furthermore, under suitable conditions the developed method is proved to be
globally convergent. The method is tested on some benchmark problems from
the literature and numerical results show that it is quite efficient in solving large
scale problems |
| Key words: Conjugate gradient method, global convergence, strong Wolfe line search,
trust-region |