Open AccessA hybrid FR-DY conjugate gradient algorithm for unconstrained optimization with application in portfolio selection
Author(s) -
Auwal Bala Abubakar,
Poom Kumam,
Maulana Malik,
Parin Chaipunya,
Abdulkarim Hassan Ibrahim
Publication year - 2021
Publication title -
aims mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.329
H-Index - 15
ISSN - 2473-6988
DOI - 10.3934/math.2021383
Subject(s) - broyden–fletcher–goldfarb–shanno algorithm , line search , conjugate gradient method , selection (genetic algorithm) , mathematical optimization , convergence (economics) , gradient descent , algorithm , nonlinear conjugate gradient method , computer science , descent (aeronautics) , portfolio , mathematics , artificial intelligence , computer network , computer security , asynchronous communication , aerospace engineering , economics , artificial neural network , financial economics , engineering , radius , economic growth