Mustafa, Mamat and Mohd, Rivaie and Syazni, Shoid (2015) A new conjugate gradient method with exact line search. Applied Mathematical Sciences, 9 (93). pp. 4799-4812. ISSN 1312885X [P]
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Abstract
Conjugate gradient (CG) methods have been practically used to solve large-scale unconstrained optimization problems due to their simplicity and low memory storage. In this paper, we proposed a new type of CG coefficients ( ) k . The k is computed as an average between two different types of method which are Polak and Ribiere (PR) and Norrlaili et al. (NRMI). Numerical comparisons are made with the five others k proposed by the early researches. A set of eight unconstrained optimization problems with several different variables are used in this paper. It is shown that, the new proposed k with an exact line search is possessed global convergence properties. Numerical results also show that this new k outperforms some of these CG methods.
Item Type: | Article |
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Uncontrolled Keywords: | Conjugate gradient method, conjugate gradient coefficient, global convergence, exact line searches |
Subjects: | Q Science > QA Mathematics > QA75 Electronic computers. Computer science |
Divisions: | Faculty of Informatics & Computing |
Depositing User: | Syahmi Manaf |
Date Deposited: | 13 Sep 2022 05:51 |
Last Modified: | 13 Sep 2022 05:51 |
URI: | http://eprints.unisza.edu.my/id/eprint/6530 |
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