Title of article :
A new hybrid conjugate gradient algorithm for unconstrained optimization
Author/Authors :
Han ، X. - Southwest University , Zhang ، J. - Southwest University , Chen ، J. - Southwest University
Abstract :
In this paper, a new hybrid conjugate gradient algorithm is proposed for solving unconstrained optimization problems. This new method can generate sufficient descent directions unrelated to any line search. Moreover, the global convergence of the proposed method is proved under the Wolfe line search. Numerical experiments are also presented to show the efficiency of the proposed algorithm, especially for solving highly dimensional problems.
Keywords :
Unconstrained optimization problem , hybrid conjugate gradient algorithm , sufficient descent directions , global convergence
Journal title :
Bulletin of the Iranian Mathematical Society
Journal title :
Bulletin of the Iranian Mathematical Society