An optimal choice Dai-Liao conjugate gradient algorithm for unconstrained optimization and portfolio selection

An optimal choice Dai-Liao conjugate gradient algorithm for unconstrained optimization and portfolio selection

In this research, we propose an optimal choice for the non-negative constant in the Dai-Liao conjugate gradient formula based on the prominent Barzilai-Borwein approach by leveraging the nice features of the Frobenius matrix norm. The global convergence of the new modification is demonstrated using...

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Bibliographic Details
Main Authors: Jamilu Sabi'u, Ibrahim Mohammed Sulaiman, P. Kaelo, Maulana Malik, Saadi Ahmad Kamaruddin
Format: Article
Language:English
Published: AIMS Press 2024-01-01
Series:AIMS Mathematics
Subjects:
unconstrained optimization
bb approach
descent property
global convergence
Online Access:https://www.aimspress.com/article/doi/10.3934/math.2024034?viewType=HTML

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https://www.aimspress.com/article/doi/10.3934/math.2024034?viewType=HTML

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