Article ID: | iaor20163740 |
Volume: | 10 |
Issue: | 8 |
Start Page Number: | 1789 |
End Page Number: | 1797 |
Publication Date: | Dec 2016 |
Journal: | Optimization Letters |
Authors: | Babaie-Kafaki Saman |
Keywords: | matrices, heuristics |
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.