A modified conjugate gradient coefficient with inexact line search for unconstrained optimization

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building INTELEK Repository
collection Online Access
collectionurl https://intelek.unisza.edu.my/intelek/pages/search.php?search=!collection407072
date 2016-12-28 15:45:15
eventvenue Kuala Lumpur, Malaysia
format Restricted Document
id 6790
institution UniSZA
originalfilename 1062-01-FH03-FIK-16-07679.jpg
person norman
recordtype oai_dc
resourceurl https://intelek.unisza.edu.my/intelek/pages/view.php?ref=6790
spelling 6790 https://intelek.unisza.edu.my/intelek/pages/view.php?ref=6790 https://intelek.unisza.edu.my/intelek/pages/search.php?search=!collection407072 Restricted Document Conference Conference Paper image/jpeg inches 96 96 norman 775 1438 2016-12-28 15:45:15 1438x775 23 23 1062-01-FH03-FIK-16-07679.jpg UniSZA Private Access A modified conjugate gradient coefficient with inexact line search for unconstrained optimization Conjugate gradient (CG) method is a line search algorithm mostly known for its wide application in solving unconstrained optimization problems. Its low memory requirements and global convergence properties makes it one of the most preferred method in real life application such as in engineering and business. In this paper, we present a new CG method based on AMR∗ and CD method for solving unconstrained optimization functions. The resulting algorithm is proven to have both the sufficient descent and global convergence properties under inexact line search. Numerical tests are conducted to assess the effectiveness of the new method in comparison to some previous CG methods. The results obtained indicate that our method is indeed superior. 2nd International Conference on Mathematical Sciences and Statistics: Innovations Through Mathematical and Statistical Research Kuala Lumpur, Malaysia
spellingShingle A modified conjugate gradient coefficient with inexact line search for unconstrained optimization
summary Conjugate gradient (CG) method is a line search algorithm mostly known for its wide application in solving unconstrained optimization problems. Its low memory requirements and global convergence properties makes it one of the most preferred method in real life application such as in engineering and business. In this paper, we present a new CG method based on AMR∗ and CD method for solving unconstrained optimization functions. The resulting algorithm is proven to have both the sufficient descent and global convergence properties under inexact line search. Numerical tests are conducted to assess the effectiveness of the new method in comparison to some previous CG methods. The results obtained indicate that our method is indeed superior.
title A modified conjugate gradient coefficient with inexact line search for unconstrained optimization
title_full A modified conjugate gradient coefficient with inexact line search for unconstrained optimization
title_fullStr A modified conjugate gradient coefficient with inexact line search for unconstrained optimization
title_full_unstemmed A modified conjugate gradient coefficient with inexact line search for unconstrained optimization
title_short A modified conjugate gradient coefficient with inexact line search for unconstrained optimization
title_sort modified conjugate gradient coefficient with inexact line search for unconstrained optimization