A dai-liao hybrid conjugate gradient method for unconstrained optimization

One of todays’ best-performing CG methods is Dai-Liao (DL) method which depends on non-negative parameter  and conjugacy conditions for its computation. Although numerous optimal selections for the parameter were suggested, the best choice of  remains a subject of consideration. The pure conjugacy condition adopts an exact line search for numerical experiments and convergence analysis. Though, a practical mathematical experiment implies using an inexact line search to find the step size. To avoid such drawbacks, Dai and Liao substituted the earlier conjugacy condition with an extended conjugacy condition. Therefore, this paper suggests a new hybrid CG that combines the strength of Liu and Storey and Conjugate Descent CG methods by retaining a choice of Dai-Liao parameterthat is optimal. The theoretical analysis indicated that the search direction of the new CG scheme is descent and satisfies sufficient descent condition when the iterates jam under strong Wolfe line search. The algorithm is shown to converge globally using standard assumptions. The numerical experimentation of the scheme demonstrated that the proposed method is robust and promising than some known methods applying the performance profile Dolan and Mor´e on 250 unrestricted problems.  Numerical assessment of the tested CG algorithms with sparse signal reconstruction and image restoration in compressive sensing problems, file restoration, image video coding and other applications. The result shows that these CG schemes are comparable and can be applied in different fields such as temperature, fire, seismic sensors, and humidity detectors in forests, using wireless sensor network techniques

A dai-liao hybrid hestenes-stiefel and fletcher-revees methods for unconstrained optimization

Some problems have no analytical solution or too difficult to solve by scientists, engineers, and mathematicians, so the development of numerical methods to obtain approximate solutions became necessary. Gradient methods are more efficient when the function to be minimized continuously in its first derivative. Therefore, this article presents a new hybrid Conjugate Gradient (CG) method to solve unconstrained optimization problems. The method requires the first-order derivatives but overcomes the steepest descent method’s shortcoming of slow convergence and needs not to save or compute the second-order derivatives needed by the Newton method. The CG update parameter is suggested from the Dai-Liao conjugacy condition as a convex combination of Hestenes-Stiefel and Fletcher-Revees algorithms by employing an optimal modulating choice parameterto avoid matrix storage. Numerical computation adopts an inexact line search to obtain the step-size that generates a decent property, showing that the algorithm is robust and efficient. The scheme converges globally under Wolfe line search, and it’s like is suitable in compressive sensing problems and M-tensor systems

The Global Convergence of a New Mixed Conjugate Gradient Method for Unconstrained Optimization

We propose and generalize a new nonlinear conjugate gradient method for unconstrained optimization. The global convergence is proved with the Wolfe line search. Numerical experiments are reported which support the theoretical analyses and show the presented methods outperforming CGDESCENT method

A Spectral Dai-Yuan-Type Conjugate Gradient Method for Unconstrained Optimization

A new spectral conjugate gradient method (SDYCG) is presented for solving unconstrained optimization problems in this paper. Our method provides a new expression of spectral parameter. This formula ensures that the sufficient descent condition holds. The search direction in the SDYCG can be viewed as a combination of the spectral gradient and the Dai-Yuan conjugate gradient. The global convergence of the SDYCG is also obtained. Numerical results show that the SDYCG may be capable of solving large-scale nonlinear unconstrained optimization problems

Solving Optimal Control Problem of Monodomain Model Using Hybrid Conjugate Gradient Methods

We present the numerical solutions for the PDE-constrained optimization problem arising in cardiac electrophysiology, that is, the optimal control problem of monodomain model. The optimal control problem of monodomain model is a nonlinear optimization problem that is constrained by the monodomain model. The monodomain model consists of a parabolic partial differential equation coupled to a system of nonlinear ordinary differential equations, which has been widely used for simulating cardiac electrical activity. Our control objective is to dampen the excitation wavefront using optimal applied extracellular current. Two hybrid conjugate gradient methods are employed for computing the optimal applied extracellular current, namely, the Hestenes-Stiefel-Dai-Yuan (HS-DY) method and the Liu-Storey-Conjugate-Descent (LS-CD) method. Our experiment results show that the excitation wavefronts are successfully dampened out when these methods are used. Our experiment results also show that the hybrid conjugate gradient methods are superior to the classical conjugate gradient methods when Armijo line search is used

A New Conjugate Gradient Algorithm with Sufficient Descent Property for Unconstrained Optimization

A new nonlinear conjugate gradient formula, which satisfies the sufficient descent condition, for solving unconstrained optimization problem is proposed. The global convergence of the algorithm is established under weak Wolfe line search. Some numerical experiments show that this new WWPNPRP+ algorithm is competitive to the SWPPRP+ algorithm, the SWPHS+ algorithm, and the WWPDYHS+ algorithm