A New Spectral Conjugate Gradient Algorithm for Unconstrained Optimization
Author(s) -
Yoksal A. Laylani et al. Yoksal A. Laylani et al.
Publication year - 2017
Publication title -
international journal of mathematics and computer applications research
Language(s) - English
Resource type - Journals
eISSN - 2249-6955
pISSN - 2249-8060
DOI - 10.24247/ijmcarfeb20181
Subject(s) - conjugate gradient method , conjugate , algorithm , nonlinear conjugate gradient method , computer science , gradient method , derivation of the conjugate gradient method , mathematics , mathematical optimization , gradient descent , artificial intelligence , mathematical analysis , artificial neural network
Conjugate gradient methods represent an important class of unconstrained optimization algorithms with strong local and global convergence properties and modest memory requirements. An excellent survey of the development of different versions of nonlinear conjugate-gradient methods, with special attention to global convergence properties, is presented by Hager and Zhang [8]. This family of algorithms includes a lot of variants, well known in the literature, with important convergence properties and numerical efficiency. The purpose of this chapter is to present these algorithms as well as their performances to solve a large variety of large-scale unconstrained optimization problems. For solving the nonlinear unconstrained optimization problem
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