Title :
New modifications of conjugate gradient coefficient with global convergence properties
Author :
Rivaie, Mohd ; Fauzi, Muhammad ; Mamat, Mustafa
Author_Institution :
Dept. of Comput. Sci. & Math., Univ. Teknol. MARA (UiTM) Terengganu, Kuala Terengganu, Malaysia
Abstract :
Conjugate gradient (CG) methods have played an important role in solving unconstrained optimization due to its simplicity and global convergence properties. In this paper, two new modifications of conjugate gradient coefficient (βk) with global convergence properties are presented. The global convergence result is established using exact line searches. Comparisons are made between six others well known CG coefficient. Preliminary result by performance profile shows that the proposed formula is competitive when compared to the other CG coefficients.
Keywords :
conjugate gradient methods; convergence of numerical methods; optimisation; CG; conjugate gradient coefficient; exact line searches; global convergence properties; unconstrained optimization; Approximation algorithms; Convergence; Gradient methods; Minimization; Sun; conjugate gradient coefficient; conjugate gradient method; exact line search; global convergence properties;
Conference_Titel :
Humanities, Science and Engineering Research (SHUSER), 2012 IEEE Symposium on
Conference_Location :
Kuala Lumpur
Print_ISBN :
978-1-4673-1311-7
DOI :
10.1109/SHUSER.2012.6268897