عنوان المقالة:A Conjugate Gradient Method with Inexact Line Search for Unconstrained Optimization
محمد احمد حموده | Mohamed Ahmed Hamoda | 19650
Publication Type
Journal
Arabic Authors
Mohamed Hamoda, Mohd Rivaie, Mustafa Mamat, Zabidin Salleh
Abstract
In this paper, an efficient nonlinear modified PRP conjugate gradient method is presented for solving large-scale unconstrained optimization problems. The sufficient descent property is satisfied under strong Wolfe-Powell (SWP) line search by restricting the parameter segma < 1/ 4 . The global convergence result is established under the (SWP) line search conditions. Numerical results, for a set consisting of 133 unconstrained optimization test problems, show that this method is better than the PRP method and the FR method.
Publication Date
3/7/2015
Publisher
Applied Mathematical Sciences
Volume No
9
Issue No
37
DOI
http://dx.doi.org/10.12988/ams.2015.411995
Pages
1823-1832
File Link
تحميل (627 مرات التحميل)
External Link
http://www.m-hikari.com/ams/ams-2015/ams-37-40-2015/411995.html
Keywords
Conjugate gradient coefficient, Inexact line Search, Strong Wolfe– Powell line search, global conver
رجوع