A new nonlinear conjugate gradient method

Conjugate gradient (CG) methods are essential for solving large-scale unconstrained optimization problems. Many of studies and modifications have been practiced to improve this method. In this paper, a new class of conjugate gradient coefficients (β...

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Bibliographic Details
Published in:AIP Conference Proceedings
Main Author: Abdelrahman A.; Mamat M.; Mohd I.B.; Rivaie M.; Omer O.
Format: Conference paper
Language:English
Published: American Institute of Physics Inc. 2015
Online Access:https://www.scopus.com/inward/record.uri?eid=2-s2.0-85061693638&doi=10.1063%2f1.4907497&partnerID=40&md5=e88653cd03da5375f65099630691f2a3
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Summary:Conjugate gradient (CG) methods are essential for solving large-scale unconstrained optimization problems. Many of studies and modifications have been practiced to improve this method. In this paper, a new class of conjugate gradient coefficients (β k ) with a new parameter m=gkdk-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 step size of CG, denoted as k . Numerical result shows that the new formula is superior and more efficient when compared to other CG coefficients. © 2015 AIP Publishing LLC.
ISSN:0094243X
DOI:10.1063/1.4907497