Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong wolfe line search
Nonlinear conjugate gradient (CG) methods are the most important method for solving largescale unconstrained optimisation problems. Many studies and modifications have been conducted recently to improve this method. In this paper, a new class of conjugate gradient coefficients β k with a new para...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
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Penerbit Universiti Kebangsaan Malaysia
2014
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| Online Access: | http://journalarticle.ukm.my/8296/1/jqma-10-1-paper7.pdf |
| _version_ | 1825726228155334656 |
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| author | Abdelrahman Abdalla, A. Mamat, M. Rivaie, M. Omer, O. |
| author_facet | Abdelrahman Abdalla, A. Mamat, M. Rivaie, M. Omer, O. |
| author_sort | Abdelrahman Abdalla, A. |
| collection | UKM |
| description | Nonlinear conjugate gradient (CG) methods are the most important method for solving largescale
unconstrained optimisation problems. Many studies and modifications have been conducted
recently to improve this method. In this paper, a new class of conjugate gradient coefficients
β k with a new parameter m = gk gk−1 that possesses global convergence properties is
presented. The global convergence and sufficient descent property is established using inexact
line searches to determine that α k is the step size of CG methods. Numerical result shows that
the new formula is superior and more efficient when compared to other CG coefficients. |
| first_indexed | 2024-03-06T04:07:42Z |
| format | Article |
| id | ukm.eprints-8296 |
| institution | Universiti Kebangsaan Malaysia |
| language | English |
| last_indexed | 2024-03-06T04:07:42Z |
| publishDate | 2014 |
| publisher | Penerbit Universiti Kebangsaan Malaysia |
| record_format | dspace |
| spelling | ukm.eprints-82962016-12-14T06:46:49Z http://journalarticle.ukm.my/8296/ Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong wolfe line search Abdelrahman Abdalla, A. Mamat, M. Rivaie, M. Omer, O. Nonlinear conjugate gradient (CG) methods are the most important method for solving largescale unconstrained optimisation problems. Many studies and modifications have been conducted recently to improve this method. In this paper, a new class of conjugate gradient coefficients β k with a new parameter m = gk gk−1 that possesses global convergence properties is presented. The global convergence and sufficient descent property is established using inexact line searches to determine that α k is the step size of CG methods. Numerical result shows that the new formula is superior and more efficient when compared to other CG coefficients. Penerbit Universiti Kebangsaan Malaysia 2014-07 Article PeerReviewed application/pdf en http://journalarticle.ukm.my/8296/1/jqma-10-1-paper7.pdf Abdelrahman Abdalla, A. and Mamat, M. and Rivaie, M. and Omer, O. (2014) Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong wolfe line search. Journal of Quality Measurement and Analysis, 10 (1). pp. 75-85. ISSN 1823-5670 http://www.ukm.my/jqma/index.html |
| spellingShingle | Abdelrahman Abdalla, A. Mamat, M. Rivaie, M. Omer, O. Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong wolfe line search |
| title | Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong wolfe line search |
| title_full | Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong wolfe line search |
| title_fullStr | Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong wolfe line search |
| title_full_unstemmed | Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong wolfe line search |
| title_short | Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong wolfe line search |
| title_sort | global convergence analysis of a new nonlinear conjugate gradient coefficient with strong wolfe line search |
| url | http://journalarticle.ukm.my/8296/1/jqma-10-1-paper7.pdf |
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