TY - JOUR
T1 - A new modification of nprp conjugate gradient method for unconstrained optimization
AU - Malik, Maulana
AU - Mamat, Mustafa
AU - Abas, Siti S.
AU - Sulaiman, Ibrahim M.
AU - Sukono,
N1 - Publisher Copyright:
© Research Publication. All rights reserved.
PY - 2020
Y1 - 2020
N2 - 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.
AB - 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.
KW - Conjugate gradient method
KW - Global convergence
KW - Strong Wolfe line search
KW - Sufficient descent condition
UR - http://www.scopus.com/inward/record.url?scp=85089400112&partnerID=8YFLogxK
U2 - 10.37418/amsj.9.7.61
DO - 10.37418/amsj.9.7.61
M3 - Article
AN - SCOPUS:85089400112
SN - 1857-8365
VL - 9
SP - 4955
EP - 4970
JO - Advances in Mathematics: Scientific Journal
JF - Advances in Mathematics: Scientific Journal
IS - 7
ER -