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A Hybrid Conjugate Gradient Method with Trust Region for Large-Scale Unconstrained Optimization Problems
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作者 a.p.byengonzi P.Kaelo +1 位作者 M.Koorapetse P.Mtagulwa 《Annals of Applied Mathematics》 2025年第2期176-193,共18页
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 incor... 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 βPRP, βFR and βCD, 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. 展开更多
关键词 Conjugate gradient method global convergence strong Wolfe line search TRUST-REGION
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