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
Kaynakça
- [1] Fletcher, R. (1989),' Practical Method of Optimization '(2nd Edition), (John Wiley and Sons, New York ).
- [2] Polak, E. and Ribiere, G. (1969),' Note for Convergence Direction Conjugate ' Revue Francaise Informant, Reserche. Opertionelle, pp. 35-43.
- [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] Fletcher, R. and Reeves C. (1964),' Function minimization by conjugate gradients' Computer Journal 7, pp. 149-154.
- [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] Al-Baali, M. (1985), ' Descent property and global convergence of Flecher-Reeves with inexact line search '. IMA, J. Anal. 5, pp. 121-124.
- [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] Birgin, E. and Martinez, J. M. (2001),' A spectral conjugate gradient method for unconstrained optimization ' App. Math. Optim. 43, pp. 117-128.
Ayrıntılar
Birincil Dil
İngilizce
Konular
Matematik
Bölüm
Araştırma Makalesi
Yayımlanma Tarihi
1 Ağustos 2018
Gönderilme Tarihi
8 Şubat 2018
Kabul Tarihi
20 Temmuz 2018
Yayımlandığı Sayı
Yıl 2018 Cilt: 1 Sayı: 1