A new Combining Algorithm and Its Global Convergence for Unconstraint Optimization Problem | ||
| Journal of Basrah Researches (Sciences) | ||
| Article 1, Volume 40, Issue 2, December 2014, Pages 23-32 PDF (0 K) | ||
| Author | ||
| Ivan S. Latif | ||
| Abstract | ||
| In this paper, an algorithm for solving nonlinear unconstrained optimization problem by combining extended Conjugate Gradient (CG) and the damped-technique of Powell for the method to the Broyden family of quasi-Newton method is proposed . The basic idea is to choose a combination of the damped-technique of Powell and some pervious search directions using inexact line search as new search direction. We show that the global convergence for the new methods is possible and present, in particular. The global convergence property of the new algorithm is investigated under few weak conditions. | ||
| Keywords | ||
| Unconstrained Optimization; quasi newton method; Gradient and related Algorithms; Damped; inexact line search | ||
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