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1860800010210246656
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INTELEK Repository
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Online Access
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https://intelek.unisza.edu.my/intelek/pages/search.php?search=!collection407072
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2024-09-24 18:12
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Restricted Document
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8291
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UniSZA
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[1] Al-Baali, M. (1985). Descent property and global convergence of Fletcher-Reeves method with inexact line search. IMA.J .Numer. Anal., 5: 121-124. [2] Andrei, N. (2008). An unconstrained optimization test functions collection, Advanced Modeling and Optimization. 10: 147–161. [3] Andrei, N. (2009). Acceleration of conjugate gradient algorithms for unconstrained optimization, Applied Mathematics and Computation. 213: 361–369. [4] Andrei, N. (2004). A new gradient descent method for unconstrained optimization.ICI Technical report (March 2004). [5] Dolan, E. and Moré, J.J. (2002).Benchmarking optimization software with performance profiles. Mathematical Programming no. 91 (2):201-213. [6] Dai, Y.H. and Yuan, Y. (1999). A nonlinear conjugate gradient with a strong global convergence property. SIAM J.Optim.,10:177-182. [7] Dai, Z.F. (2011). Two modified HS type conjugate gradient methods for unconstrained optimization problems. Nonlinear Anal.,74:927-936. [8] Fletcher, R. and Reeves, C. (1964). Function minimization by conjugate gradients. Compute. J. 7: 149–154. [9] Fletcher, R. (1987). Practical Method of Optimization, seconded.,Unconstrained Optimization. vol.I, Wiley, New York. [10] Farid, M., Leong, W. J., Malekmohammadi, N., & Mamat, M. (2013).Scaled diagonal gradient-type method with extra update for large-scale unconstrained optimization. Abstract and Applied Analysis, article ID 532041, 5 pages. [11] Gilbert, J.C. and Nocedal, J. (1992).Global convergence properties of conjugate gradient methods for optimization. SIAM J. Optim.2: 21– 42. [12] Hillstrom K.E. (1977). A simulation test approach to the evaluation of nonlinear optimization algorithm. Journal ACM Trans. Mathematics Software no 3 (4): 305-315. [13] Hager, W.W., and Zhang, H.C. (2005).A new conjugate gradient method with guaranteed descent and efficient line search. SIAM J. Optim. 16: 170–192. [14] Hestenes, M.R., and Stiefel, E.(1952). Method of conjugate gradient for solving linear equations. J. Res. Nat. Bur. Stand.49 : 409–436. [15] Jie, S. ,and Jiapan, Z.(2001).Global convergence of conjugate gradient methods without line search. Ann. Oper. Res. 103:161–173. [16] Jusoh, I., Mamat, M., & Rivaie, M. (2013).A new family of conjugate gradient methods for small-scale unconstrained optimization. Paper presented at the AIP Conference Proceedings,1522:1360-1365 [17] Liu,Y., and Storey,C.(1991). Efficient generalized conjugate gradient algorithms.Part 1: theory. J. Optim. Theory Appl. 69: 129–137. [18] Powell, M J D. (1984). Non-convex minimization calculation and the conjugate gradient method. Lecture Notes in Mathematics, Springer-Verlag, Berlin, 1066:122–241 [19] Polak, E. and Ribierre, G. (1969). Note on the convergence of methods of conjugate directions. Rev. FrancaiseInformatRecherche Operationelle,3:35-43. [20] Rivaie,M.,Mamat, M.,Leong, W.J.and Mohd,I.2012. "A new class of nonlinear conjugate gradient coefficient with global convergence properties. "Appl.Math.comput.218 :11323- 11332. [21] Touati-Ahmed, D. and Storey, C. (1990).Globally convergent hybrid conjugate gradient methods.J. Optim. Theory Appl. 64: 379–397. [22] Yuhong,D., Jiye, H., Guanghui L.,Defeng S., Hongxia Y., and Yan, X.(1999). Convergence properties of nonlinear conjugate gradient methods.SIAM J. Optim. 10: 345–358. [23] Wei, Z., Shengwei, Y., and Linging, L. (2006). The convergence properties of some new conjugate gradient methods. Appl. Math. comput. 183:1341-1350. [24] Zoutendijk, G. (1970). Nonlinear programming computational methods.J. Abadie (Ed.), Integer and Nonlinear Programming, North-Holland, Amsterdam: 37–86.
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8291 https://intelek.unisza.edu.my/intelek/pages/view.php?ref=8291 https://intelek.unisza.edu.my/intelek/pages/search.php?search=!collection407072 Restricted Document Article Journal image/jpeg inches 96 96 2024-09-24 18:12 627 1340x627 1340 4301-01-FH02-FIK-14-00732.jpg UniSZA Private Access Global convergence properties of a new class of conjugate gradient method for unconstrained optimization Applied Mathematical Sciences Nonlinear conjugate gradient (CG) methods are widely used for solving large scale unconstrained optimization problems. Many studies have been devoted to modified and improve this method. In this paper, a new parameter of CG method that possesses global convergence properties using exact line search is proposed. Numerical results show that the new formula is best and more efficient when compared with the other classical CG methods. 8 67 3307-3319 [1] Al-Baali, M. (1985). Descent property and global convergence of Fletcher-Reeves method with inexact line search. IMA.J .Numer. Anal., 5: 121-124. [2] Andrei, N. (2008). An unconstrained optimization test functions collection, Advanced Modeling and Optimization. 10: 147–161. [3] Andrei, N. (2009). Acceleration of conjugate gradient algorithms for unconstrained optimization, Applied Mathematics and Computation. 213: 361–369. [4] Andrei, N. (2004). A new gradient descent method for unconstrained optimization.ICI Technical report (March 2004). [5] Dolan, E. and Moré, J.J. (2002).Benchmarking optimization software with performance profiles. Mathematical Programming no. 91 (2):201-213. [6] Dai, Y.H. and Yuan, Y. (1999). A nonlinear conjugate gradient with a strong global convergence property. SIAM J.Optim.,10:177-182. [7] Dai, Z.F. (2011). Two modified HS type conjugate gradient methods for unconstrained optimization problems. Nonlinear Anal.,74:927-936. [8] Fletcher, R. and Reeves, C. (1964). Function minimization by conjugate gradients. Compute. J. 7: 149–154. [9] Fletcher, R. (1987). Practical Method of Optimization, seconded.,Unconstrained Optimization. vol.I, Wiley, New York. [10] Farid, M., Leong, W. J., Malekmohammadi, N., & Mamat, M. (2013).Scaled diagonal gradient-type method with extra update for large-scale unconstrained optimization. Abstract and Applied Analysis, article ID 532041, 5 pages. [11] Gilbert, J.C. and Nocedal, J. (1992).Global convergence properties of conjugate gradient methods for optimization. SIAM J. Optim.2: 21– 42. [12] Hillstrom K.E. (1977). A simulation test approach to the evaluation of nonlinear optimization algorithm. Journal ACM Trans. Mathematics Software no 3 (4): 305-315. [13] Hager, W.W., and Zhang, H.C. (2005).A new conjugate gradient method with guaranteed descent and efficient line search. SIAM J. Optim. 16: 170–192. [14] Hestenes, M.R., and Stiefel, E.(1952). Method of conjugate gradient for solving linear equations. J. Res. Nat. Bur. Stand.49 : 409–436. [15] Jie, S. ,and Jiapan, Z.(2001).Global convergence of conjugate gradient methods without line search. Ann. Oper. Res. 103:161–173. [16] Jusoh, I., Mamat, M., & Rivaie, M. (2013).A new family of conjugate gradient methods for small-scale unconstrained optimization. Paper presented at the AIP Conference Proceedings,1522:1360-1365 [17] Liu,Y., and Storey,C.(1991). Efficient generalized conjugate gradient algorithms.Part 1: theory. J. Optim. Theory Appl. 69: 129–137. [18] Powell, M J D. (1984). Non-convex minimization calculation and the conjugate gradient method. Lecture Notes in Mathematics, Springer-Verlag, Berlin, 1066:122–241 [19] Polak, E. and Ribierre, G. (1969). Note on the convergence of methods of conjugate directions. Rev. FrancaiseInformatRecherche Operationelle,3:35-43. [20] Rivaie,M.,Mamat, M.,Leong, W.J.and Mohd,I.2012. "A new class of nonlinear conjugate gradient coefficient with global convergence properties. "Appl.Math.comput.218 :11323- 11332. [21] Touati-Ahmed, D. and Storey, C. (1990).Globally convergent hybrid conjugate gradient methods.J. Optim. Theory Appl. 64: 379–397. [22] Yuhong,D., Jiye, H., Guanghui L.,Defeng S., Hongxia Y., and Yan, X.(1999). Convergence properties of nonlinear conjugate gradient methods.SIAM J. Optim. 10: 345–358. [23] Wei, Z., Shengwei, Y., and Linging, L. (2006). The convergence properties of some new conjugate gradient methods. Appl. Math. comput. 183:1341-1350. [24] Zoutendijk, G. (1970). Nonlinear programming computational methods.J. Abadie (Ed.), Integer and Nonlinear Programming, North-Holland, Amsterdam: 37–86.
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| spellingShingle |
Global convergence properties of a new class of conjugate gradient method for unconstrained optimization
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| summary |
Nonlinear conjugate gradient (CG) methods are widely used for solving large scale unconstrained optimization problems. Many studies have been devoted to modified and improve this method. In this paper, a new parameter of CG method that possesses global convergence properties using exact line search is proposed. Numerical results show that the new formula is best and more efficient when compared with the other classical CG methods.
|
| title |
Global convergence properties of a new class of conjugate gradient method for unconstrained optimization
|
| title_full |
Global convergence properties of a new class of conjugate gradient method for unconstrained optimization
|
| title_fullStr |
Global convergence properties of a new class of conjugate gradient method for unconstrained optimization
|
| title_full_unstemmed |
Global convergence properties of a new class of conjugate gradient method for unconstrained optimization
|
| title_short |
Global convergence properties of a new class of conjugate gradient method for unconstrained optimization
|
| title_sort |
global convergence properties of a new class of conjugate gradient method for unconstrained optimization
|