A New Paired Spectral Gradient Method to Improve Unconstrained and Non-Linear Optimization | ||
Kirkuk University Journal-Scientific Studies | ||
Articles in Press, Accepted Manuscript, Available Online from 30 June 2023 PDF (333.7 K) | ||
Document Type: Research Paper | ||
DOI: 10.32894/kujss.2022.136257.1078 | ||
Authors | ||
Siham I. Aziz* 1; Zeyad M. Abdullah2 | ||
1Department of Mathematics, College of Computers Sciences and Mathematics, University of Tikrit , Tikrit Iraq | ||
2Computer Department, Collage of Computer Science and Mathematics, University of Tikrit, Tikrit, Iraq. | ||
Abstract | ||
The conjugated spectral gradient (SCG) method is an effective method for non-constrained large-scale nonlinear optimization. In this work, a new spectral conjugate gradient method is proposed with a strong Wolfe-Powell line search (SWP). The new proposal is based on using the formula obtained by comparing the proposed algorithm with previously published conjugate gradient algorithms. Under the usual assumptions, the descent properties and overall global convergence of the proposed method are proved. The proposed method is numerically proven to be effective. | ||
Keywords | ||
unconstrained optimization; conjugate gradient method; sufficient descent property | ||
References | ||
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