Performance comparison of a new hybrid conjugate gradient method under exact and inexact line searches

Mustafa, Mamat and Ghani, N.H.A. and Mohamed, N.S. and Zull, N and Shoid, S. and Rivaie, M (2017) Performance comparison of a new hybrid conjugate gradient method under exact and inexact line searches. In: 1st International Conference on Applied and Industrial Mathematics and Statistics 2017, ICoAIMS 2017;, 8-10 August 2017, Vistana City CentreKuantan, Pahang;.

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Abstract

Conjugate gradient (CG) method is one of iterative techniques prominently used in solving unconstrained optimization problems due to its simplicity, low memory storage, and good convergence analysis. This paper presents a new hybrid conjugate gradient method, named NRM1 method. The method is analyzed under the exact and inexact line searches in given conditions. Theoretically, proofs show that the NRM1 method satisfies the sufficient descent condition with both line searches. The computational result indicates that NRM1 method is capable in solving the standard unconstrained optimization problems used. On the other hand, the NRM1 method performs better under inexact line search compared with exact line search.

Item Type: Conference or Workshop Item (Paper)
Subjects: H Social Sciences > HA Statistics
Q Science > QA Mathematics
Divisions: Faculty of Informatics & Computing
Depositing User: Muhammad Akmal Azhar
Date Deposited: 17 Nov 2020 03:22
Last Modified: 17 Nov 2020 03:22
URI: http://eprints.unisza.edu.my/id/eprint/1484

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