Solving unconstrained optimization with a new type of conjugate gradient method

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date 2014-08-12 01:56:42
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spelling 10807 https://intelek.unisza.edu.my/intelek/pages/view.php?ref=10807 https://intelek.unisza.edu.my/intelek/pages/search.php?search=!collection407072 Restricted Document Article Journal application/pdf 7 1.6 Adobe Acrobat Pro DC 20 Paper Capture Plug-in 2014-08-12 01:56:42 4944-01-FH02-FBIM-15-04104.pdf UniSZA Private Access Solving unconstrained optimization with a new type of conjugate gradient method AIP Conference Proceedings 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. 1602 1 574-579
spellingShingle Solving unconstrained optimization with a new type of conjugate gradient method
summary 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.
title Solving unconstrained optimization with a new type of conjugate gradient method
title_full Solving unconstrained optimization with a new type of conjugate gradient method
title_fullStr Solving unconstrained optimization with a new type of conjugate gradient method
title_full_unstemmed Solving unconstrained optimization with a new type of conjugate gradient method
title_short Solving unconstrained optimization with a new type of conjugate gradient method
title_sort solving unconstrained optimization with a new type of conjugate gradient method