A combination of FR and HS coefficient in conjugate gradient method for unconstrained optimization
The conjugate gradient (CG) method is one of the most popular methods for solving large-scale problems of unconstrained optimization. In this paper, a new CG method based on combination of two classical CG methods of Fletcher-Reeves (FR), and Hestence-Stiefel (HS) is proposed. This method possess...
Saved in:
| Main Authors: | , , |
|---|---|
| 格式: | Article |
| 語言: | English |
| 出版: |
2019
|
| 主題: | |
| 在線閱讀: | http://eprints.unisza.edu.my/6753/1/FH02-FIK-20-47982.pdf http://eprints.unisza.edu.my/6753/ |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 總結: | The conjugate gradient (CG) method is one of the most popular methods for solving large-scale problems
of unconstrained optimization. In this paper, a new CG method based on combination of two classical CG
methods of Fletcher-Reeves (FR), and Hestence-Stiefel (HS) is proposed. This method possess the
global convergence properties and the sufficient descent condition. The tests of the new CG method by
using MATLAB are measured in terms of central processing unit (CPU) time and iteration numbers with
strong Wolfe-Powell inexact line search. Results presented have shown that the new CG method
performs better compare to other CG methods. |
|---|