A conjugate gradient method with Strong Wolfe-Powell line search for unconstrained optimization

Mustafa, Mamat and Mohamed, Hamoda and Mohd Rivaie, Mohd Ali (2016) A conjugate gradient method with Strong Wolfe-Powell line search for unconstrained optimization. Applied Mathematical Sciences, 10 (13). pp. 721-734. ISSN 1312885X [P]

[img] Image
FH02-FIK-16-05684.jpg
Restricted to Registered users only

Download (150kB)

Abstract

In this paper, a modified conjugate gradient method is presented for solving large-scale unconstrained optimization problems, which possesses the sufficient descent property with Strong Wolfe-Powell line search. A global convergence result was proved when the (SWP) line search was used under some conditions. Computational results for a set consisting of 138 unconstrained optimization test problems showed that this new conjugate gradient algorithm seems to converge more stable and is superior to other similar methods in many situations.

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 > QA75 Electronic computers. Computer science
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/7219

Actions (login required)

View Item View Item