Research Article

The new algorithm form of the Fletcher – Reeves Conjugate gradient algorithm

Volume: 1 Number: 1 August 1, 2018
EN

The new algorithm form of the Fletcher – Reeves Conjugate gradient algorithm

Abstract

In this paper, we propose a new spectral form of the Fletcher – Reeves conjugate gradient algorithm for solving unconstrained optimization problems which has sufficient descent direction. We prove the global convergent of these algorithms under Wolf line search conditions. We presented some numerical result and comparison with Fletcher – Reeves algorithm.

Keywords

References

  1. [1] Fletcher, R. (1989),' Practical Method of Optimization '(2nd Edition), (John Wiley and Sons, New York ).
  2. [2] Polak, E. and Ribiere, G. (1969),' Note for Convergence Direction Conjugate ' Revue Francaise Informant, Reserche. Opertionelle, pp. 35-43.
  3. [3] Hestenes, M. R. and Stiefel, E. L. (1952), ' Method of conjugate gradients for Solving linear systems ' Journal National Standards 49, pp. 409-436.
  4. [4] Fletcher, R. and Reeves C. (1964),' Function minimization by conjugate gradients' Computer Journal 7, pp. 149-154.
  5. [5] Zoutendijk, G. (1970), ' Nonlinear programming computational algorithms '. In : Integer and Nonlinear programming, Abadie, J. (ED). North-Holland, Amsterdam, ISBN: 044410008, PP. 37-86.
  6. [6] Al-Baali, M. (1985), ' Descent property and global convergence of Flecher-Reeves with inexact line search '. IMA, J. Anal. 5, pp. 121-124.
  7. [7] Dai, Y. and Yuan, Y. (1999),' A nonlinear conjugate gradient method with a strong global convergence property ' SIAM J. optimization 10, pp. 177-182.
  8. [8] Birgin, E. and Martinez, J. M. (2001),' A spectral conjugate gradient method for unconstrained optimization ' App. Math. Optim. 43, pp. 117-128.

Details

Primary Language

English

Subjects

Mathematical Sciences

Journal Section

Research Article

Authors

Hameed M. Sadeq This is me
Iraq

Publication Date

August 1, 2018

Submission Date

February 8, 2018

Acceptance Date

July 20, 2018

Published in Issue

Year 2018 Volume: 1 Number: 1

APA
Hassan, B. A., & Sadeq, H. M. (2018). The new algorithm form of the Fletcher – Reeves Conjugate gradient algorithm. Journal of Multidisciplinary Modeling and Optimization, 1(1), 41-51. https://izlik.org/JA49MW37PJ
AMA
1.Hassan BA, Sadeq HM. The new algorithm form of the Fletcher – Reeves Conjugate gradient algorithm. jmmo. 2018;1(1):41-51. https://izlik.org/JA49MW37PJ
Chicago
Hassan, Basim A., and Hameed M. Sadeq. 2018. “The New Algorithm Form of the Fletcher – Reeves Conjugate Gradient Algorithm”. Journal of Multidisciplinary Modeling and Optimization 1 (1): 41-51. https://izlik.org/JA49MW37PJ.
EndNote
Hassan BA, Sadeq HM (August 1, 2018) The new algorithm form of the Fletcher – Reeves Conjugate gradient algorithm. Journal of Multidisciplinary Modeling and Optimization 1 1 41–51.
IEEE
[1]B. A. Hassan and H. M. Sadeq, “The new algorithm form of the Fletcher – Reeves Conjugate gradient algorithm”, jmmo, vol. 1, no. 1, pp. 41–51, Aug. 2018, [Online]. Available: https://izlik.org/JA49MW37PJ
ISNAD
Hassan, Basim A. - Sadeq, Hameed M. “The New Algorithm Form of the Fletcher – Reeves Conjugate Gradient Algorithm”. Journal of Multidisciplinary Modeling and Optimization 1/1 (August 1, 2018): 41-51. https://izlik.org/JA49MW37PJ.
JAMA
1.Hassan BA, Sadeq HM. The new algorithm form of the Fletcher – Reeves Conjugate gradient algorithm. jmmo. 2018;1:41–51.
MLA
Hassan, Basim A., and Hameed M. Sadeq. “The New Algorithm Form of the Fletcher – Reeves Conjugate Gradient Algorithm”. Journal of Multidisciplinary Modeling and Optimization, vol. 1, no. 1, Aug. 2018, pp. 41-51, https://izlik.org/JA49MW37PJ.
Vancouver
1.Basim A. Hassan, Hameed M. Sadeq. The new algorithm form of the Fletcher – Reeves Conjugate gradient algorithm. jmmo [Internet]. 2018 Aug. 1;1(1):41-5. Available from: https://izlik.org/JA49MW37PJ