On optimality of two adaptive choices for the parameter of Dai‐Liao method

On optimality of two adaptive choices for the parameter of Dai‐Liao method

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Article ID: iaor20163740
Volume: 10
Issue: 8
Start Page Number: 1789
End Page Number: 1797
Publication Date: Dec 2016
Journal: Optimization Letters
Authors:
Keywords: matrices, heuristics
Abstract:

Orthonormal matrices are a class of well‐conditioned matrices with the least spectral condition number. Here, at first it is shown that a recently proposed choice for parameter of the Dai–Liao nonlinear conjugate gradient method makes the search direction matrix as close as possible to an orthonormal matrix in the Frobenius norm. Then, conducting a brief singular value analysis, it is shown that another recently proposed choice for the Dai–Liao parameter improves spectral condition number of the search direction matrix. Thus, theoretical justifications of the two choices for the Dai–Liao parameter are enhanced. Finally, some comparative numerical results are reported.

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