Investigation on Scaled CG-Type Algorithms for Unconstrained Optimization
In this paper, we describe two new algorithms which are modifications of the Hestens-stiefl CG-method. The first is the scaled CG-method (obtained from function and gradient-values) which improves the search direction by multiplying to a scalar obtained from function value and its gradient at two su...
| Main Authors: | , , |
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| Format: | Article |
| Language: | Arabic |
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Mosul University
2007-12-01
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| Series: | Al-Rafidain Journal of Computer Sciences and Mathematics |
| Subjects: | |
| Online Access: | https://csmj.mosuljournals.com/article_164012_58a562e936c3acf404b04c7e7e893c56.pdf |
| _version_ | 1818935828009713664 |
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| author | Abbas Al-Bayati Khalil Abo Salah Shareef |
| author_facet | Abbas Al-Bayati Khalil Abo Salah Shareef |
| author_sort | Abbas Al-Bayati |
| collection | DOAJ |
| description | In this paper, we describe two new algorithms which are modifications of the Hestens-stiefl CG-method. The first is the scaled CG-method (obtained from function and gradient-values) which improves the search direction by multiplying to a scalar obtained from function value and its gradient at two successive points along the iterations. The second is the Preconditioned CG-method which uses an approximation at Hessein of the minimizing function. These algorithms are not sensitive to the line searches. Numerical experiments indicate that these new algorithms are effective and superior especially for increasing dimensionalities. |
| first_indexed | 2024-12-20T05:26:22Z |
| format | Article |
| id | doaj.art-006656f5d15a4e2c9d52fca9a7dcf674 |
| institution | Directory Open Access Journal |
| issn | 1815-4816 2311-7990 |
| language | Arabic |
| last_indexed | 2024-12-20T05:26:22Z |
| publishDate | 2007-12-01 |
| publisher | Mosul University |
| record_format | Article |
| series | Al-Rafidain Journal of Computer Sciences and Mathematics |
| spelling | doaj.art-006656f5d15a4e2c9d52fca9a7dcf6742022-12-21T19:51:52ZaraMosul UniversityAl-Rafidain Journal of Computer Sciences and Mathematics1815-48162311-79902007-12-0142112310.33899/csmj.2007.164012164012Investigation on Scaled CG-Type Algorithms for Unconstrained OptimizationAbbas Al-Bayati0Khalil Abo1Salah Shareef2College of Computer Sciences and Mathematics University of Mosul, Mosul, IraqCollege of Computer sciences and Mathematics University of Mosul, IraqCollege of Computer sciences and Mathematics University of Mosul, IraqIn this paper, we describe two new algorithms which are modifications of the Hestens-stiefl CG-method. The first is the scaled CG-method (obtained from function and gradient-values) which improves the search direction by multiplying to a scalar obtained from function value and its gradient at two successive points along the iterations. The second is the Preconditioned CG-method which uses an approximation at Hessein of the minimizing function. These algorithms are not sensitive to the line searches. Numerical experiments indicate that these new algorithms are effective and superior especially for increasing dimensionalities.https://csmj.mosuljournals.com/article_164012_58a562e936c3acf404b04c7e7e893c56.pdfunconstrained optimizationconjugate gradient algorithmhestens-stiefl methodhessein matrix |
| spellingShingle | Abbas Al-Bayati Khalil Abo Salah Shareef Investigation on Scaled CG-Type Algorithms for Unconstrained Optimization Al-Rafidain Journal of Computer Sciences and Mathematics unconstrained optimization conjugate gradient algorithm hestens-stiefl method hessein matrix |
| title | Investigation on Scaled CG-Type Algorithms for Unconstrained Optimization |
| title_full | Investigation on Scaled CG-Type Algorithms for Unconstrained Optimization |
| title_fullStr | Investigation on Scaled CG-Type Algorithms for Unconstrained Optimization |
| title_full_unstemmed | Investigation on Scaled CG-Type Algorithms for Unconstrained Optimization |
| title_short | Investigation on Scaled CG-Type Algorithms for Unconstrained Optimization |
| title_sort | investigation on scaled cg type algorithms for unconstrained optimization |
| topic | unconstrained optimization conjugate gradient algorithm hestens-stiefl method hessein matrix |
| url | https://csmj.mosuljournals.com/article_164012_58a562e936c3acf404b04c7e7e893c56.pdf |
| work_keys_str_mv | AT abbasalbayati investigationonscaledcgtypealgorithmsforunconstrainedoptimization AT khalilabo investigationonscaledcgtypealgorithmsforunconstrainedoptimization AT salahshareef investigationonscaledcgtypealgorithmsforunconstrainedoptimization |