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We propose and study a variant of the Dai-Liao spectral conjugate gradient method, developed through an analysis of eigenvalues and inspired by a modified secant condition. We show that our proposed method is globally convergent for general…

最优化与控制 · 数学 2025-12-16 D. R. Sahu , Shikher Sharma , Pankaj Gautam , Simeon Reich

Nonlinear conjugate gradients are among the most popular techniques for solving continuous optimization problems. Although these schemes have long been studied from a global convergence standpoint, their worst-case complexity properties…

最优化与控制 · 数学 2022-09-01 Rémi Chan--Renous-Legoubin , Clément W. Royer

We analyze the conjugate gradient (CG) method with variable preconditioning for solving a linear system with a real symmetric positive definite (SPD) matrix of coefficients $A$. We assume that the preconditioner is SPD on each step, and…

数值分析 · 数学 2007-12-24 Andrew V. Knyazev , Ilya Lashuk

Gradient Descent (GD) and Conjugate Gradient (CG) methods are among the most effective iterative algorithms for solving unconstrained optimization problems, particularly in machine learning and statistical modeling, where they are employed…

最优化与控制 · 数学 2024-12-19 Xianqi Jiao , Jia Liu , Zhiping Chen

In this paper, we propose a modified nonlinear conjugate gradient (NCG) method for functions with a non-Lipschitz continuous gradient. First, we present a new formula for the conjugate coefficient \beta_k in NCG, conducting a search…

数值分析 · 数学 2022-04-19 Bingjie Li , Tianhao Ni , Zhenyue Zhang

This paper presents new Riemannian conjugate gradient methods and global convergence analyses under the strong Wolfe conditions. The main idea of the new methods is to combine the good global convergence properties of the Dai-Yuan method…

最优化与控制 · 数学 2020-05-26 Hiroyuki Sakai , Hideaki Iiduka

This paper proposes a generalization of the conjugate gradient (CG) method used to solve the equation $Ax=b$ for a symmetric positive definite matrix $A$ of large size $n$. The generalization consists of permitting the scalar control…

数值分析 · 数学 2016-11-17 Amit Bhaya , Pierre-Alexandre Bliman , Guilherme Niedu , Fernando Pazos

Conjugate gradient (CG) methods are a class of important methods for solving linear equations and nonlinear optimization problems. In this paper, we propose a new stochastic CG algorithm with variance reduction and we prove its linear…

机器学习 · 计算机科学 2018-10-17 Xiao-Bo Jin , Xu-Yao Zhang , Kaizhu Huang , Guang-Gang Geng

Since the development of the conjugate gradient (CG) method in 1952 by Hestenes and Stiefel, CG, has become an indispensable tool in computational mathematics for solving positive definite linear systems. On the other hand, the conjugate…

数值分析 · 数学 2025-05-06 Alexander Lim , Yang Liu , Fred Roosta

The conjugate gradient method (CG) is typically used with a preconditioner which improves efficiency and robustness of the method. Many preconditioners include parameters and a proper choice of a preconditioner and its parameters is often…

数值分析 · 数学 2019-06-04 Alexandr Katrutsa , Mike Botchev , George Ovchinnikov , Ivan Oseledets

The conjugate gradient method is a crucial first-order optimization method that generally converges faster than the steepest descent method, and its computational cost is much lower than that of second-order methods. However, while various…

最优化与控制 · 数学 2024-03-13 Jun Chen , Haishan Ye , Mengmeng Wang , Tianxin Huang , Guang Dai , Ivor W. Tsang , Yong Liu

The method of nonlinear conjugate gradients (NCG) is widely used in practice for unconstrained optimization, but it satisfies weak complexity bounds at best when applied to smooth convex functions. In contrast, Nesterov's accelerated…

最优化与控制 · 数学 2024-01-04 Sahar Karimi , Stephen Vavasis

A scaled conjugate gradient method that accelerates existing adaptive methods utilizing stochastic gradients is proposed for solving nonconvex optimization problems with deep neural networks. It is shown theoretically that, whether with…

机器学习 · 计算机科学 2024-12-17 Naoki Sato , Koshiro Izumi , Hideaki Iiduka

The article proposes a Caputo fractional conjugate gradient (CFCG) method for unconstrained optimization problems which is applicable to smooth as well as non-smooth problmes. The proposed method uses a non-adaptive version of the Caputo…

最优化与控制 · 数学 2025-12-22 Barsha Shawa , Md Abu Talhamainuddin Ansary

Connections of the conjugate gradient (CG) method with other methods in computational mathematics are surveyed, including the connections with the conjugate direction method, the subspace optimization method and the quasi-Newton method BFGS…

数值分析 · 数学 2019-12-17 Xuping Zhang , Jiefei Yang , Ziying Liu

This article describes a new Riemannian conjugate gradient method and presents a global convergence analysis. The existing Fletcher-Reeves-type Riemannian conjugate gradient method is guaranteed to be globally convergent if it is…

最优化与控制 · 数学 2016-06-20 Hiroyuki Sato

Conjugate gradient (CG) methods are widely acknowledged as efficient for minimizing continuously differentiable functions in Euclidean spaces. In recent years, various CG methods have been extended to Riemannian manifold optimization, but…

最优化与控制 · 数学 2026-05-26 Chunming Tang , Shaohui Liang , Huangyue Chen

The nonlinear conjugate gradient methods are known to be an effective approach for standard unconstrained optimization problems especially for large-scale problems. This paper proposes a proximal nonlinear conjugate gradient method, which…

最优化与控制 · 数学 2026-04-14 Shodai Hamana , Yasushi Narushima

In this paper, we present a conditional gradient type (CGT) method for solving a class of composite optimization problems where the objective function consists of a (weakly) smooth term and a (strongly) convex regularization term. While…

最优化与控制 · 数学 2018-01-03 Saeed Ghadimi

This paper presents a general description of a parameter estimation inverse problem for systems governed by nonlinear differential equations. The inverse problem is presented using optimal control tools with state constraints, where the…

数值分析 · 数学 2018-06-28 Mohamed Kamel Riahi , Issam Al Qattan
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