A new hybrid three-term HS-DY conjugate gradient in solving unconstrained optimization problems

Conjugate Gradient (CG) method is an interesting tool to solve optimization problems in many fields, such design, economics, physics and engineering. Until now, many CG methods have been developed to improve computational performance and have applied in the real-world problems. Combining two CG para...

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Main Authors: Ishak, Muhammad Aqiil Iqmal, Marjugi, Siti Mahani
Format: Article
Language:English
Published: Penerbit Universiti Malaysia Perlis 2024
Online Access:http://psasir.upm.edu.my/id/eprint/120927/
http://psasir.upm.edu.my/id/eprint/120927/1/120927.pdf
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author Ishak, Muhammad Aqiil Iqmal
Marjugi, Siti Mahani
author_facet Ishak, Muhammad Aqiil Iqmal
Marjugi, Siti Mahani
author_sort Ishak, Muhammad Aqiil Iqmal
building UPM Institutional Repository
collection Online Access
description Conjugate Gradient (CG) method is an interesting tool to solve optimization problems in many fields, such design, economics, physics and engineering. Until now, many CG methods have been developed to improve computational performance and have applied in the real-world problems. Combining two CG parameters with distinct denominators may result in non-optimal outcomes and congestion.In this paper, a new hybrid three-term CG method is proposed for solving unconstrained optimization problems. The hybrid three-term search direction combines Hestenes-Stiefel (HS) and Dai-Yuan (DY) CG parameters which standardized by using a spectral to determine the suitable conjugate parameter choice and satisfies the sufficient descent condition. Additionally, the global convergence was proved under standard Wolfe conditions and some suitable assumptions. Furthermore, the numerical experiments showed the proposed method is most robust and superior efficiency compared to some existing methods.
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spelling upm-1209272025-10-16T01:24:53Z http://psasir.upm.edu.my/id/eprint/120927/ A new hybrid three-term HS-DY conjugate gradient in solving unconstrained optimization problems Ishak, Muhammad Aqiil Iqmal Marjugi, Siti Mahani Conjugate Gradient (CG) method is an interesting tool to solve optimization problems in many fields, such design, economics, physics and engineering. Until now, many CG methods have been developed to improve computational performance and have applied in the real-world problems. Combining two CG parameters with distinct denominators may result in non-optimal outcomes and congestion.In this paper, a new hybrid three-term CG method is proposed for solving unconstrained optimization problems. The hybrid three-term search direction combines Hestenes-Stiefel (HS) and Dai-Yuan (DY) CG parameters which standardized by using a spectral to determine the suitable conjugate parameter choice and satisfies the sufficient descent condition. Additionally, the global convergence was proved under standard Wolfe conditions and some suitable assumptions. Furthermore, the numerical experiments showed the proposed method is most robust and superior efficiency compared to some existing methods. Penerbit Universiti Malaysia Perlis 2024-02-14 Article PeerReviewed text en http://psasir.upm.edu.my/id/eprint/120927/1/120927.pdf Ishak, Muhammad Aqiil Iqmal and Marjugi, Siti Mahani (2024) A new hybrid three-term HS-DY conjugate gradient in solving unconstrained optimization problems. Applied Mathematics and Computational Intelligence (AMCI), 13 (No.1). pp. 52-68. ISSN 2289-1323; eISSN: 2289-1315 https://ejournal.unimap.edu.my/index.php/amci/article/view/493 10.58915/amci.v13ino.1.493
spellingShingle Ishak, Muhammad Aqiil Iqmal
Marjugi, Siti Mahani
A new hybrid three-term HS-DY conjugate gradient in solving unconstrained optimization problems
title A new hybrid three-term HS-DY conjugate gradient in solving unconstrained optimization problems
title_full A new hybrid three-term HS-DY conjugate gradient in solving unconstrained optimization problems
title_fullStr A new hybrid three-term HS-DY conjugate gradient in solving unconstrained optimization problems
title_full_unstemmed A new hybrid three-term HS-DY conjugate gradient in solving unconstrained optimization problems
title_short A new hybrid three-term HS-DY conjugate gradient in solving unconstrained optimization problems
title_sort new hybrid three-term hs-dy conjugate gradient in solving unconstrained optimization problems
url http://psasir.upm.edu.my/id/eprint/120927/
http://psasir.upm.edu.my/id/eprint/120927/
http://psasir.upm.edu.my/id/eprint/120927/
http://psasir.upm.edu.my/id/eprint/120927/1/120927.pdf