A conjugate gradient method with inexact line search for unconstrained optimization

Mustafa, Mamat and Mohamed, Hamoda and Mohd, Rivaie (2015) A conjugate gradient method with inexact line search for unconstrained optimization. Applied Mathematical Sciences, 9 (37). pp. 1823-1832. ISSN 0066-5452 [P]

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Abstract

In this paper, an efficient nonlinear modified PRP conjugate gradient method is presented for solving large-scale unconstrained optimization problems. The sufficient descent property is satisfied under strong Wolfe-Powell (SWP) line search by restricting the parameter  1/ 4 . The global convergence result is established under the (SWP) line search conditions. Numerical results, for a set consisting of 133 unconstrained optimization test problems, show that this method is better than the PRP method and the FR method.

Item Type: Article
Uncontrolled Keywords: Conjugate gradient coefficient, Inexact line Search, Strong Wolfe– Powell line search, global convergence, large scale, unconstrained optimization
Subjects: Q Science > QA Mathematics
Divisions: Faculty of Informatics & Computing
Depositing User: Syahmi Manaf
Date Deposited: 13 Sep 2022 05:47
Last Modified: 13 Sep 2022 05:47
URI: http://eprints.unisza.edu.my/id/eprint/6234

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