Title :
A new family of conjugate gradient methods for unconstrained optimization
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 methods are well known and popular in unconstrained optimization. Numerous studies and modifications have been devoted by researchers to improve this method. In this paper, we introduced a new conjugate gradient coefficient (βk) and tested its performance using exact line search. Numerical results based on number of iterations have shown our new βk performance is better or equivalent to the other six well known βk proposed by the early researchers. The results also suggest that this method possesses global convergence properties.
Keywords :
conjugate gradient methods; convergence; optimisation; conjugate gradient methods; global convergence properties; unconstrained optimization; Computers; Convergence; Gradient methods; Search problems; Sun; conjugate gradient coefficient; conjugate gradient method; exact line search; global convergence;
Conference_Titel :
Modeling, Simulation and Applied Optimization (ICMSAO), 2011 4th International Conference on
Conference_Location :
Kuala Lumpur
Print_ISBN :
978-1-4577-0003-3
DOI :
10.1109/ICMSAO.2011.5775548