A new modified conjugate gradient method under the strong Wolfe line search for solving unconstrained optimization problems
Conjugate gradient (CG) method is well-known due to efficiency to solve the problems of unconstrained optimization because of its convergence properties and low computation cost. Nowadays, the method is widely developed to compete with existing methods in term of their efficiency. In this paper, a...
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| Format: | Article |
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Lviv Polytechnic National University
2022
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| _version_ | 1825938335093227520 |
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| author | Ishak, M. I. Marjugi, S.M. June, L.W. |
| author_facet | Ishak, M. I. Marjugi, S.M. June, L.W. |
| author_sort | Ishak, M. I. |
| collection | UPM |
| description | Conjugate gradient (CG) method is well-known due to efficiency to solve the problems of unconstrained optimization because of its convergence properties and low computation cost. Nowadays, the method is widely developed to compete with existing methods in term of their efficiency. In this paper, a modification of CG method will be proposed under strong Wolfe line search. A new CG coefficient is presented based on the idea of make use some parts of the previous existing CG methods to retain the advantages. The proposed method guarantees that the sufficient descent condition holds and globally convergent under inexact line search. Numerical testing provides strong indication that the proposed method has better capability when solving unconstrained optimization compared to the other methods under inexact line search specifically strong Wolfe–Powell line search. |
| first_indexed | 2024-04-09T03:50:01Z |
| format | Article |
| id | upm.eprints-100246 |
| institution | Universiti Putra Malaysia |
| last_indexed | 2024-04-09T03:50:01Z |
| publishDate | 2022 |
| publisher | Lviv Polytechnic National University |
| record_format | dspace |
| spelling | upm.eprints-1002462024-03-18T05:11:27Z http://psasir.upm.edu.my/id/eprint/100246/ A new modified conjugate gradient method under the strong Wolfe line search for solving unconstrained optimization problems Ishak, M. I. Marjugi, S.M. June, L.W. Conjugate gradient (CG) method is well-known due to efficiency to solve the problems of unconstrained optimization because of its convergence properties and low computation cost. Nowadays, the method is widely developed to compete with existing methods in term of their efficiency. In this paper, a modification of CG method will be proposed under strong Wolfe line search. A new CG coefficient is presented based on the idea of make use some parts of the previous existing CG methods to retain the advantages. The proposed method guarantees that the sufficient descent condition holds and globally convergent under inexact line search. Numerical testing provides strong indication that the proposed method has better capability when solving unconstrained optimization compared to the other methods under inexact line search specifically strong Wolfe–Powell line search. Lviv Polytechnic National University 2022 Article PeerReviewed Ishak, M. I. and Marjugi, S.M. and June, L.W. (2022) A new modified conjugate gradient method under the strong Wolfe line search for solving unconstrained optimization problems. Mathematical Modeling And Computing, 9 (1). 111 - 118. ISSN 2312-9794; ESSN: 2415-3788 https://science.lpnu.ua/mmc/all-volumes-and-issues/volume-9-number-1-2022/new-modified-conjugate-gradient-method-under 10.23939/mmc2022.01.111 |
| spellingShingle | Ishak, M. I. Marjugi, S.M. June, L.W. A new modified conjugate gradient method under the strong Wolfe line search for solving unconstrained optimization problems |
| title | A new modified conjugate gradient method under the strong Wolfe line search for solving unconstrained optimization problems |
| title_full | A new modified conjugate gradient method under the strong Wolfe line search for solving unconstrained optimization problems |
| title_fullStr | A new modified conjugate gradient method under the strong Wolfe line search for solving unconstrained optimization problems |
| title_full_unstemmed | A new modified conjugate gradient method under the strong Wolfe line search for solving unconstrained optimization problems |
| title_short | A new modified conjugate gradient method under the strong Wolfe line search for solving unconstrained optimization problems |
| title_sort | new modified conjugate gradient method under the strong wolfe line search for solving unconstrained optimization problems |
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