A new coefficient of the conjugate gradient method with the sufficient descent condition and global convergence properties

Maulana Malik, Mustafa Mamat, Siti Sabariah Abas, Ibrahim Mohammed Sulaiman, Sukono

Research output: Contribution to journalArticle

Abstract

Conjugate gradient methods are the most famous methods for solving unconstrained, large-scale optimization. In this article, we propose a new coefficient of the conjugate gradient method for solving unconstrained minimization problems. The new method is a modification of NPRP (2009) coefficient. The sufficient descent condition and global convergence of the new method are given under the exact line search and the strong Wolfe line search with σ ∈ (0,18). The numerical results show that the new method has good performance in solving unconstrained minimization problems.

Original languageEnglish
Pages (from-to)62-72
Number of pages11
JournalEngineering Letters
Volume28
Issue number3
Publication statusPublished - Sep 2020

Keywords

  • Conjugate gradient method
  • Exact line search
  • Global con-vergence
  • Strong Wolfe line search
  • Sufficient descent condition
  • Unconstrained minimization problem

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