Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong Wolfe line search
Nonlinear conjugate gradient (CG) methods are the most important method for solving large-scale unconstrained optimization problems. Many studies and modifications have been conducted recently to improve this method. In this paper, a new class of conjugate gradient coefficients (Bk) with a ne...
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my-unisza-ir.2362020-10-20T04:05:38Z http://eprints.unisza.edu.my/236/ Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong Wolfe line search Mustafa, Mamat QA Mathematics QA75 Electronic computers. Computer science Nonlinear conjugate gradient (CG) methods are the most important method for solving large-scale unconstrained optimization problems. Many studies and modifications have been conducted recently to improve this method. In this paper, a new class of conjugate gradient coefficients (Bk) with a new parameter m=-gk-/-gk-1- that possess global convergence properties is presented. The global convergence and sufficient decent property result is established using inexact line searches to determine the (ak>O) is a step size of CG methods. Numerical result shows that the new formula is superior and more efficient when compared to other CG coefficients. 2014 Conference or Workshop Item NonPeerReviewed image en http://eprints.unisza.edu.my/236/1/FH03-FIK-17-07765.jpg Mustafa, Mamat (2014) Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong Wolfe line search. In: International Conference on Mathematics, Engineering and Industrial Applications, ICoMEIA 2014, 28-30 May 2014, Penang; Malaysia. |
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QA Mathematics QA75 Electronic computers. Computer science Mustafa, Mamat Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong Wolfe line search |
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Nonlinear conjugate gradient (CG) methods are the most important method for solving large-scale unconstrained optimization problems. Many studies and modifications have been conducted recently to improve this method. In this paper, a new class of conjugate gradient coefficients (Bk) with a new parameter m=-gk-/-gk-1- that possess global convergence properties is presented. The global convergence and sufficient decent property result is established using inexact line searches to determine the (ak>O) is a step size of CG methods. Numerical result shows that the new formula is superior and more efficient when compared to other CG coefficients. |
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Conference or Workshop Item |
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Mustafa, Mamat |
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Mustafa, Mamat |
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Mustafa, Mamat |
title |
Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong Wolfe line search |
title_short |
Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong Wolfe line search |
title_full |
Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong Wolfe line search |
title_fullStr |
Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong Wolfe line search |
title_full_unstemmed |
Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong Wolfe line search |
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global convergence analysis of a new nonlinear conjugate gradient coefficient with strong wolfe line search |
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2014 |
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http://eprints.unisza.edu.my/236/1/FH03-FIK-17-07765.jpg http://eprints.unisza.edu.my/236/ |
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13.244745 |