Mustafa, Mamat (2014) Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong Wolfe line search. In: International Conference on Mathematics, Engineering and Industrial Applications, ICoMEIA 2014, 28-30 May 2014, Penang; Malaysia.
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Abstract
Nonlinear conjugate gradient (CG) methods are the most important method for solving large-scale unconstrained optimization problems. Many studies and modifications have been conducted recently to improve this method. In this paper, a new class of conjugate gradient coefficients (Bk) with a new parameter m=-gk-/-gk-1- that possess global convergence properties is presented. The global convergence and sufficient decent property result is established using inexact line searches to determine the (ak>O) is a step size of CG methods. Numerical result shows that the new formula is superior and more efficient when compared to other CG coefficients.
| Item Type: | Conference or Workshop Item (Paper) |
|---|---|
| Subjects: | Q Science > QA Mathematics Q Science > QA Mathematics > QA75 Electronic computers. Computer science |
| Divisions: | Faculty of Informatics & Computing |
| Depositing User: | Rosnorzaini Rusli |
| Date Deposited: | 20 Oct 2020 03:35 |
| Last Modified: | 20 Oct 2020 04:05 |
| URI: | http://eprints.unisza.edu.my/id/eprint/236 |
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