This paper proposes a new spectral conjugate gradient (SCG) approach for solving unregulated nonlinear optimization problems. Our approach proposes Using Wolfe's rapid line scan to adjust the standard conjugate descent (CD) algorithm. A new spectral parameter is a mixture of new gradient and old search path. The path provided by the modified method provides a path of descent for the solution of objective functions. The updated method fits the traditional CD method if the line check is correct. The stability and global convergence properties of the current new SCG are technically obtained from applying certain well-known and recent mild assumptions. We test our approach with eight recently published CD and SCG methods on 55 optimization research issues from the CUTE library.
تاريخ النشر
15/01/2021
الناشر
Indonesian Journal of Electrical Engineering and Computer Science