A New Nonlinear Conjugate Gradient Coefficient for Unconstrained Optimization
In this paper, we suggest a new nonlinear conjugate gradient method for solving large scale unconstrained optimization problems. We prove that the new conjugate gradient coefficient β k with exact line search is globally convergent. Preliminary numerical results with a set of 116 unconstrained optim...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English English |
| Published: |
HIKARI Ltd.
2015
|
| Subjects: | |
| Online Access: | http://eprints.unisza.edu.my/6232/1/FH02-FIK-15-03336.pdf http://eprints.unisza.edu.my/6232/2/FH02-FIK-15-03431.jpg http://eprints.unisza.edu.my/6232/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universiti Sultan Zainal Abidin |
| Language: | English English |
| Summary: | In this paper, we suggest a new nonlinear conjugate gradient method for solving large scale unconstrained optimization problems. We prove that the new conjugate gradient coefficient β k with exact line search is globally convergent. Preliminary numerical results with a set of 116 unconstrained optimization problems show that β k is very promising and efficient when compared to the other conjugate gradient coefficients Fletcher - Reeves (FR) and Polak -Ribiere – Polyak (PRP). |
|---|