A New Spectral Conjugate Gradient Method for Nonlinear Unconstrained Optimization

Journal of computer sciences

article

Ibtisam A. Masmali¹  Zabidin Salleh²  Ahmad Alhawarat² 

[1] Jazan University;University Malaysia Terengganu

关键词: Conjugate Gradient;    Global Convergence;    Descent Condition;   

DOI  :  10.3844/jcssp.2021.598.609

学科分类：计算机科学（综合）

来源: Science Publications

【 摘 要 】

Theconjugate gradient method is widely used to solve large scale unconstrainedoptimization problems. However, the rate of convergence conjugate gradient method is linearunless it restarted. In this study, we present a new spectral conjugategradient modification formula with restart property obtains the globalconvergence and descent properties.In addition, we proposed a new restart condition for Fletcher-Reeves conjugate gradient formula. The numerical resultsdemonstrated that the modified Fletcher-Reeves parameter and the new CG formulawith their restart conditions are more efficient and robustness than otherconventional methods.

【 授权许可】

CC BY