A new family of Polak-Ribiere-Polyak conjugate gradient method with the strong-Wolfe line search

Mustafa, Mamat and Ghani, N.H.A. and Rivaie, M (2017) A new family of Polak-Ribiere-Polyak conjugate gradient method with the strong-Wolfe line search. In: 24th National Symposium on Mathematical Sciences: Mathematical Sciences Exploration for the Universal Preservation, 27-29 September 2016, Primula Beach HotelKuala Terengganu, Terengganu.

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Abstract

Conjugate gradient (CG) method is an important technique in unconstrained optimization, due to its effectiveness and low memory requirements. The focus of this paper is to introduce a new CG method for solving large scale unconstrained optimization. Theoretical proofs show that the new method fulfills sufficient descent condition if strong Wolfe-Powell inexact line search is used. Besides, computational results show that our proposed method outperforms to other existing CG methods.

Item Type: Conference or Workshop Item (Paper)
Subjects: Q Science > Q Science (General)
Divisions: Faculty of Informatics & Computing
Depositing User: Muhammad Akmal Azhar
Date Deposited: 17 Nov 2020 07:00
Last Modified: 17 Nov 2020 07:00
URI: http://eprints.unisza.edu.my/id/eprint/1523

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