A Modified Nonlinear Conjugate Gradient Method for Unconstrained Optimization

Mustafa, Mamat and Ibrahim Sulaiman, Mohammed and Abdelrahman, Abashar (2015) A Modified Nonlinear Conjugate Gradient Method for Unconstrained Optimization. Applied Mathematical Sciences, 9 (54). pp. 2671-2682. ISSN 0066-5452 [P]

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Abstract

Nonlinear conjugate gradient method holds an important role in solving large scale unconstrained optimization problems. Their simplicity, low memory requirement, and global convergence stimulated a massive study on the method. Numerous modifications have been done recently to improve its performance. In this paper, we proposed a new formula for the conjugate gradient coefficient  k that generates the descent search direction. In addition, we establish the global convergence result under exact line search. The outcome of our numerical experiment show that the proposed formula is very efficient and more reliable when compare to other conjugate gradient methods.

Item Type: Article
Uncontrolled Keywords: Conjugate gradient; Global convergence; exact line search
Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Divisions: Faculty of Informatics & Computing
Depositing User: Syahmi Manaf
Date Deposited: 13 Sep 2022 05:16
Last Modified: 13 Sep 2022 05:16
URI: http://eprints.unisza.edu.my/id/eprint/6249

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