A spectral KRMI conjugate gradient method under the strong-Wolfe line search

• Main Authors: Khadijah, W., Rivaie, M, Mamat, M., Jusoh, I.
• Format: Conference or Workshop Item
• Language: English
• Published: 2016
• Subjects: Q Science (General); QA Mathematics
• Online Access: http://eprints.unisza.edu.my/1106/1/FH03-FIK-16-06519.jpg; http://eprints.unisza.edu.my/1106/

In this paper, a modification of spectral conjugate gradient (CG) method is proposed which combines the advantages of the spectral CG method and the RMIL method namely as spectral Khadijah-Rivaie-Mustafa-Ibrahim (SKRMI) to solve unconstrained optimization problems. Based on inexact line searches, the objective function generates a sufficient descent direction and the global convergence property for the proposed method has been proved. Moreover, the method reduces to the standard RMIL method if exact line search is applied. Numerical results are also presented to examine the efficiency of the proposed method.