Application of spectral conjugate gradient methods for solving unconstrained optimization problems

An International Journal of Optimization and Control: Theories & Applications

article

Sulaiman Mohammed Ibrahim¹  Usman Abbas Yakubu²  Mustafa Mamat¹ 

[1] Faculty of Informatics and Computing, University Sultan Zainal Abidin;Department of Mathematics, Yusuf Maitama Sule University

关键词: Sufficient descent property;    Exact line search;    Regression analysis;    Spectral CG;   

DOI  :  10.11121/ijocta.01.2020.00859

学科分类：地球科学(综合)

来源: Balikesir University

【 摘 要 】

Conjugate gradient (CG) methods are among the most efficient numerical methods for solving unconstrained optimization problems. This is due to their simplicty and  less computational cost in solving large-scale nonlinear problems. In this paper, we proposed some spectral CG methods using the classical CG search direction. The proposed methods are applied to real-life problems in regression analysis. Their convergence proof was establised under exact line search. Numerical results has shown that the proposed methods are efficient and promising.

【 授权许可】

CC BY