New Conjugate Gradient Algorithm for Solving Unconstrained Optimization Problems


Abstract in English

Conjugate gradient algorithms are important for solving unconstrained optimization problems, so that we present in this paper conjugate gradient algorithm depending on improving conjugate coefficient achieving sufficient descent condition and global convergence by doing hybrid between the two conjugate coefficients [1] and [2]. Numerical results show the efficiency of the suggested algorithm after its application on several standard problems and comparing it with other conjugate gradient algorithms according to number of iterations, function value and norm of gradient vector.

References used

RIVAIE, M., MUSTAFA, M., JUNE, L. W., MOHD, I., A new class of nonlinear conjugate gradient coefficient with global convergence properties, Appl. Math. Comp. 218, 2012, 11323-11332
RIVAIE, M., MAMAT, M., ABASHAR, A., A new class of nonlinear conjugate gradient coefficients with exact and inexact line searches. Appl. Math. Comp. 268, 2015, 1152-1163
HESTENES, M. R., STIEFEL, E. L., Methods of conjugate gradients for solving linear systems, J. Research Nat. Bur. Standards, 49, 1952, 409-436

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