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A spectral KRMI conjugate gradient method under the strong-Wolfe line search

In this paper, a modification of spectral conjugate gradient (CG) method is proposed which combines the advantages of the spectral CG method and the RMIL method namely as spectral Khadijah-Rivaie-Mustafa-Ibrahim (SKRMI) to solve unconstrained optimization problems. Based on inexact line searches, th...

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Main Authors: Khadijah, W., Rivaie, M, Mamat, M., Jusoh, I.
Format: Conference or Workshop Item
Language:English
Published: 2016
Subjects:
Q Science (General)
QA Mathematics
Online Access:http://eprints.unisza.edu.my/1106/1/FH03-FIK-16-06519.jpg
http://eprints.unisza.edu.my/1106/
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spelling my-unisza-ir.11062020-11-09T06:48:45Z http://eprints.unisza.edu.my/1106/ A spectral KRMI conjugate gradient method under the strong-Wolfe line search Khadijah, W. Rivaie, M Mamat, M. Jusoh, I. Q Science (General) QA Mathematics In this paper, a modification of spectral conjugate gradient (CG) method is proposed which combines the advantages of the spectral CG method and the RMIL method namely as spectral Khadijah-Rivaie-Mustafa-Ibrahim (SKRMI) to solve unconstrained optimization problems. Based on inexact line searches, the objective function generates a sufficient descent direction and the global convergence property for the proposed method has been proved. Moreover, the method reduces to the standard RMIL method if exact line search is applied. Numerical results are also presented to examine the efficiency of the proposed method. 2016 Conference or Workshop Item NonPeerReviewed image en http://eprints.unisza.edu.my/1106/1/FH03-FIK-16-06519.jpg Khadijah, W. and Rivaie, M and Mamat, M. and Jusoh, I. (2016) A spectral KRMI conjugate gradient method under the strong-Wolfe line search. In: 2nd International Conference on Mathematical Sciences and Statistics: Innovations Through Mathematical and Statistical Research, ICMSS 2016, 26-28 Jan 2016, Kuala Lumpur.
institution Universiti Sultan Zainal Abidin
building UNISZA Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Sultan Zainal Abidin
content_source UNISZA Institutional Repository
url_provider https://eprints.unisza.edu.my/
language English
topic Q Science (General)
QA Mathematics
spellingShingle Q Science (General)
QA Mathematics
Khadijah, W.
Rivaie, M
Mamat, M.
Jusoh, I.
A spectral KRMI conjugate gradient method under the strong-Wolfe line search
description In this paper, a modification of spectral conjugate gradient (CG) method is proposed which combines the advantages of the spectral CG method and the RMIL method namely as spectral Khadijah-Rivaie-Mustafa-Ibrahim (SKRMI) to solve unconstrained optimization problems. Based on inexact line searches, the objective function generates a sufficient descent direction and the global convergence property for the proposed method has been proved. Moreover, the method reduces to the standard RMIL method if exact line search is applied. Numerical results are also presented to examine the efficiency of the proposed method.
format Conference or Workshop Item
author Khadijah, W.
Rivaie, M
Mamat, M.
Jusoh, I.
author_facet Khadijah, W.
Rivaie, M
Mamat, M.
Jusoh, I.
author_sort Khadijah, W.
title A spectral KRMI conjugate gradient method under the strong-Wolfe line search
title_short A spectral KRMI conjugate gradient method under the strong-Wolfe line search
title_full A spectral KRMI conjugate gradient method under the strong-Wolfe line search
title_fullStr A spectral KRMI conjugate gradient method under the strong-Wolfe line search
title_full_unstemmed A spectral KRMI conjugate gradient method under the strong-Wolfe line search
title_sort spectral krmi conjugate gradient method under the strong-wolfe line search
publishDate 2016
url http://eprints.unisza.edu.my/1106/1/FH03-FIK-16-06519.jpg
http://eprints.unisza.edu.my/1106/
_version_ 1683234974236409856
score 13.211869

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