A MODIFIED CONJUGATE GRADIENT METHOD WITH GLOBAL-CONVERGENCE FOR UNCONSTRIANED OPTIMIZATION PROBEMS
Keywords:
MODIFIED CONJUGATE GRADIENT METHOD, GLOBAL-CONVERGENCE
Abstract
In this paper a new conjugate gradient method for unconstrained optimization is suggested, the new method is based on Conjugate Descent (CD) formula which is a modified of the CD formula and which is also sufficiently descent and globally convergent. Numerical evidence shows that this new conjugate gradient algorithm is considered as one of the competitive conjugate gradient methods.
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References
Dai, Y. H. and Yuan, Y. (1999). A Nonlinear Conjugate Gradient with a Strong Global Convergence Property, SIAM Journal of Optimization, 10, 177-182.
Dai, Y. H. and Yuan, Y. (1996). Convergence Properties of the Conjugate Descent Method, Mathematical Advances, 25,552-562.
Dai, Y. H. and Yuan, Y. (2001). A Three-Parameter Family of Nonlinear Conjugate Gradient Methods, Math. Comp., 70, 1155-1167.
Dai, Y. H. and Yuan, Y. (1998). A Class of Globally Convergent Conjugate Gradient Methods, Research report ICM-98-030, Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences.
Fletcher, R. (1989). Practical Method of Optimization, ( 2nd ed.), john Wiley , New York.
Fletcher, R. and Reeves (1964). Function Minimization by Conjugate Gradients. published in the computer journal, publisher (Oxford University Press), Colin M, 7, 149-154.
Hager, W. W. and Zhang, H. C. (2006). A Survey of Nonlinear Conjugate Gradient Methods. Pac. J. Optim., 2, 35-58.
Dai, Y. H. and Yuan, Y. (1996). Convergence Properties of the Conjugate Descent Method, Mathematical Advances, 25,552-562.
Dai, Y. H. and Yuan, Y. (2001). A Three-Parameter Family of Nonlinear Conjugate Gradient Methods, Math. Comp., 70, 1155-1167.
Dai, Y. H. and Yuan, Y. (1998). A Class of Globally Convergent Conjugate Gradient Methods, Research report ICM-98-030, Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences.
Fletcher, R. (1989). Practical Method of Optimization, ( 2nd ed.), john Wiley , New York.
Fletcher, R. and Reeves (1964). Function Minimization by Conjugate Gradients. published in the computer journal, publisher (Oxford University Press), Colin M, 7, 149-154.
Hager, W. W. and Zhang, H. C. (2006). A Survey of Nonlinear Conjugate Gradient Methods. Pac. J. Optim., 2, 35-58.
Published
2021-10-26
How to Cite
ABDULRAHMAN, A. M., & FATHI, B. G. (2021). A MODIFIED CONJUGATE GRADIENT METHOD WITH GLOBAL-CONVERGENCE FOR UNCONSTRIANED OPTIMIZATION PROBEMS. Journal of Duhok University, 24(2), 55-61. https://doi.org/10.26682/sjuod.2021.24.2.6
Section
Pure and Engineering Sciences
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