A spectral KRMI conjugate gradient method under the strong-Wolfe line search

Khadijah, W. and Rivaie, M and Mamat, M. and Jusoh, I. (2016) A spectral KRMI conjugate gradient method under the strong-Wolfe line search. In: 2nd International Conference on Mathematical Sciences and Statistics: Innovations Through Mathematical and Statistical Research, ICMSS 2016, 26-28 Jan 2016, Kuala Lumpur.

[img] Image
FH03-FIK-16-06519.jpg
Restricted to Registered users only

Download (147kB)

Abstract

In this paper, a modification of spectral conjugate gradient (CG) method is proposed which combines the advantages of the spectral CG method and the RMIL method namely as spectral Khadijah-Rivaie-Mustafa-Ibrahim (SKRMI) to solve unconstrained optimization problems. Based on inexact line searches, the objective function generates a sufficient descent direction and the global convergence property for the proposed method has been proved. Moreover, the method reduces to the standard RMIL method if exact line search is applied. Numerical results are also presented to examine the efficiency of the proposed method.

Item Type: Conference or Workshop Item (Paper)
Subjects: Q Science > Q Science (General)
Q Science > QA Mathematics
Divisions: Faculty of Informatics & Computing
Depositing User: Muhammad Akmal Azhar
Date Deposited: 09 Nov 2020 06:48
Last Modified: 09 Nov 2020 06:48
URI: http://eprints.unisza.edu.my/id/eprint/1106

Actions (login required)

View Item View Item