Solving unconstrained optimization with a new type of conjugate gradient method

Mustafa, Mamat and Syazni, Shoida and Mohd, Rivaieb and Ismail, Mohd (2014) Solving unconstrained optimization with a new type of conjugate gradient method. AIP Conference Proceedings, 1602 (1). pp. 574-579. ISSN 0094-243X

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Abstract

Conjugate gradient (CG) methods have been widely used as schemes to solve large-scale unconstrained optimization problems. Numerous studies and modifications have been done recently to improve this method. In this paper, we proposed a new type of CG coefficients (k ) by modification of Polak and Ribiere (PR) method. This new k is shown to possess global convergence properties by using exact line searches. Performance comparisons are made with the four most common k proposed by the early researches. Numerical results also show that this new k performed better.

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