A new class of nonlinear conjugate gradient coefficients with exact and inexact line searches

被引:34
作者
Rivaie, Mohd [1 ]
Mamat, Mustafa [2 ]
Abashar, Abdelrhaman [3 ]
机构
[1] Univ Teknol MARA UiTM Terenggatm, Dept Comp & Math Sci, Terengganu, Malaysia
[2] Univ Sultan Zainol Abidin Unisza, Fac Informat & Comp, Besut, Terenggonu, Malaysia
[3] Red Sea Univ, Fac Engn, Port Sudan, Sudan
关键词
Conjugate gradient method; Conjugate gradient coefficient; Global convergence; GLOBAL CONVERGENCE; MINIMIZATION; DESCENT; ALGORITHMS; PROPERTY;
D O I
10.1016/j.amc.2015.07.019
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Conjugate gradient (CG) methods have played an important role in solving large-scale unconstrained optimization. In this paper, we propose a new family of CG coefficients (beta(k)) that possess sufficient descent conditions and global convergence properties. This new beta(k) is an extension of the already proven beta(RMIL)(k) from Rivaie et al. [19] (A new class of nonlinear conjugate gradient coefficient with global convergence properties, Appl. Math. Comp. 218(2012) 11323-11332). Global convergence result is established using both exact and inexact line searches. Numerical results show that the performance of the new proposed formula is quite similar to beta(RMIL)(k) and suited to both line searches. Importantly, the performance of this beta(k) is more efficient and superior than the other well-known beta(k). (C) 2015 Elsevier Inc. All rights reserved.
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页码:1152 / 1163
页数:12
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