{"title":"基于戴-廖式混合共轭梯度的改进方法,用于求解无约束非凸优化并扩展到约束非线性单调方程","authors":"Zihang Yuan, Hu Shao, Xiaping Zeng, Pengjie Liu, Xianglin Rong, Jianhao Zhou","doi":"10.1002/mma.10396","DOIUrl":null,"url":null,"abstract":"<p>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.</p>","PeriodicalId":49865,"journal":{"name":"Mathematical Methods in the Applied Sciences","volume":"48 2","pages":"1563-1588"},"PeriodicalIF":2.1000,"publicationDate":"2024-08-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1002/mma.10396","citationCount":"0","resultStr":"{\"title\":\"An improved Dai-Liao-style hybrid conjugate gradient-based method for solving unconstrained nonconvex optimization and extension to constrained nonlinear monotone equations\",\"authors\":\"Zihang Yuan, Hu Shao, Xiaping Zeng, Pengjie Liu, Xianglin Rong, Jianhao Zhou\",\"doi\":\"10.1002/mma.10396\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>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.</p>\",\"PeriodicalId\":49865,\"journal\":{\"name\":\"Mathematical Methods in the Applied Sciences\",\"volume\":\"48 2\",\"pages\":\"1563-1588\"},\"PeriodicalIF\":2.1000,\"publicationDate\":\"2024-08-19\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://onlinelibrary.wiley.com/doi/epdf/10.1002/mma.10396\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Mathematical Methods in the Applied Sciences\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://onlinelibrary.wiley.com/doi/10.1002/mma.10396\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Mathematical Methods in the Applied Sciences","FirstCategoryId":"100","ListUrlMain":"https://onlinelibrary.wiley.com/doi/10.1002/mma.10396","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
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.
期刊介绍:
Mathematical Methods in the Applied Sciences publishes papers dealing with new mathematical methods for the consideration of linear and non-linear, direct and inverse problems for physical relevant processes over time- and space- varying media under certain initial, boundary, transition conditions etc. Papers dealing with biomathematical content, population dynamics and network problems are most welcome.
Mathematical Methods in the Applied Sciences is an interdisciplinary journal: therefore, all manuscripts must be written to be accessible to a broad scientific but mathematically advanced audience. All papers must contain carefully written introduction and conclusion sections, which should include a clear exposition of the underlying scientific problem, a summary of the mathematical results and the tools used in deriving the results. Furthermore, the scientific importance of the manuscript and its conclusions should be made clear. Papers dealing with numerical processes or which contain only the application of well established methods will not be accepted.
Because of the broad scope of the journal, authors should minimize the use of technical jargon from their subfield in order to increase the accessibility of their paper and appeal to a wider readership. If technical terms are necessary, authors should define them clearly so that the main ideas are understandable also to readers not working in the same subfield.