GLOBAL CONVERGENCE OF A MODIFIED DIA-YUAN CONJUGATE GRADIENT FOR UNCONSTRAINED OPTIMIZATION

BANAZ HAMZA  GAHWAR; SALAH GAZI  SHAREEF

doi:10.26682/sjuod.2019.22.2.18

BANAZ HAMZA GAHWAR Dept.of Geology, College of Special Planningand Applied Science, University of Duhok, Kurdistan region –Iraq
SALAH GAZI SHAREEF Dept. of Geology, Mathmatics, Faculty of Science, University of Zakho, Kurdistan region –Iraq

DOI: https://doi.org/10.26682/sjuod.2019.22.2.18

Keywords: KEYWORDS: unconstrained optimization, conjugate gradient method, descent condition, sufficient descent condition,curvature condition and global convergence.

Abstract

ABSTRACT

A new modified formula of the parameter for the conjugate gradient method is proposed in this paper. The algorithm is a very effective method for solving unconstrained optimization, especially for large-scale problems. The suggested method based on famous Dia-Yuan method with approaches new which can give the new algorithm. Generally, the numerator of the plays a vital role in having strong convergent property. However, it has jamming issue in practice but the new algorithm has better numerical results in practice and demonstrates performance well. The new method has descent condition under curvature condition and sufficient descent condition. Furthemore, the global convergence of the proposed method is established as well. That’s why, preliminary numerical result compared with standard Dia-Yuan of method show that our method is more robust and effective.

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References

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