A new modification of nprp conjugate gradient method for unconstrained optimization

Maulana Malik, Mustafa Mamat, Siti S. Abas, Ibrahim M. Sulaiman, Sukono

Research output: Contribution to journalArticle

Abstract

The conjugate gradient method is among the efficient method for solving unconstrained optimization problems. In this paper, we propose a new formula for the conjugate gradient method based on the modification of the NPRP formula (Zhang, 2009). The proposed method satisfies the sufficient descent condition, and global convergence proof was established under some assumptions and strong Wolfe line search. Numerical results based on 98 test problems show that the new method very efficient as compared with the classical conjugate gradient method.

Original languageEnglish
Pages (from-to)4955-4970
Number of pages16
JournalAdvances in Mathematics: Scientific Journal
Volume9
Issue number7
DOIs
Publication statusPublished - 2020

Keywords

  • Conjugate gradient method
  • Global convergence
  • Strong Wolfe line search
  • Sufficient descent condition

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