عنوان المقالة:A Conjugate Gradient Method With Strong Wolfe–Powell Line Search For Unconstrained Optimization
محمد احمد حموده | Mohamed Ahmed Hamoda | 19596
Publication Type
Journal
Arabic Authors
Mohamed Hamoda, Mustafa Mamat, Mohd Rivaie, Zabidin Salleh
Abstract
In this paper, a modified conjugate gradient method is presented for solving large-scale unconstrained optimization problems, which possesses the sufficient descent property with Strong Wolfe-Powell line search. A global convergence result was proved when the (SWP) line search was used under some conditions. Computational results for a set consisting of 138 unconstrained optimization test problems showed that this new conjugate gradient algorithm seems to converge more stable and is superior to other similar methods in many situations.
Publication Date
3/8/2016
Publisher
APPLIED MATHEMATICAL SCIENCES
Volume No
10
Issue No
15
DOI
http://dx.doi.org/10.12988/ams.2016.56449
Pages
721-734
File Link
تحميل (627 مرات التحميل)
External Link
http://www.m-hikari.com/ams/ams-2016/ams-13-16-2016/56449.html
Keywords
conjugate gradient coefficient, inexact line search, strong Wolfe– Powell line search, global conv
رجوع