A conjugate gradient method with Strong Wolfe-Powell line search for unconstrained optimization
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 co...
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my-unisza-ir.72192022-09-13T05:47:15Z http://eprints.unisza.edu.my/7219/ A conjugate gradient method with Strong Wolfe-Powell line search for unconstrained optimization Mustafa, Mamat Mohamed, Hamoda Mohd Rivaie, Mohd Ali QA75 Electronic computers. Computer science 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. Hikari Ltd. 2016 Article PeerReviewed image en http://eprints.unisza.edu.my/7219/1/FH02-FIK-16-05684.jpg Mustafa, Mamat and Mohamed, Hamoda and Mohd Rivaie, Mohd Ali (2016) A conjugate gradient method with Strong Wolfe-Powell line search for unconstrained optimization. Applied Mathematical Sciences, 10 (13). pp. 721-734. ISSN 1312885X [P] |
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QA75 Electronic computers. Computer science Mustafa, Mamat Mohamed, Hamoda Mohd Rivaie, Mohd Ali A conjugate gradient method with Strong Wolfe-Powell line search for unconstrained optimization |
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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. |
format |
Article |
author |
Mustafa, Mamat Mohamed, Hamoda Mohd Rivaie, Mohd Ali |
author_facet |
Mustafa, Mamat Mohamed, Hamoda Mohd Rivaie, Mohd Ali |
author_sort |
Mustafa, Mamat |
title |
A conjugate gradient method with Strong Wolfe-Powell line search for unconstrained optimization |
title_short |
A conjugate gradient method with Strong Wolfe-Powell line search for unconstrained optimization |
title_full |
A conjugate gradient method with Strong Wolfe-Powell line search for unconstrained optimization |
title_fullStr |
A conjugate gradient method with Strong Wolfe-Powell line search for unconstrained optimization |
title_full_unstemmed |
A conjugate gradient method with Strong Wolfe-Powell line search for unconstrained optimization |
title_sort |
conjugate gradient method with strong wolfe-powell line search for unconstrained optimization |
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Hikari Ltd. |
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2016 |
url |
http://eprints.unisza.edu.my/7219/1/FH02-FIK-16-05684.jpg http://eprints.unisza.edu.my/7219/ |
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13.211869 |