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1. A new class of conjugate gradient coefficient with global convergence properties.

Author

Rivaie, Mohd, Fauzi, Muhammad, Mamat, Mustafa, and Mohd, Ismail

Subjects
*CONJUGATE gradient methods, *GLOBAL analysis (Mathematics), *STOCHASTIC convergence, *CONSTRAINED optimization, *NUMERICAL analysis, *COMPARATIVE studies
Abstract

Conjugate gradient (CG) methods play a significant and important role in solving unconstrained optimization. This paper presents, a new modification of the conjugate gradient coefficient (βκ) that has global convergence properties. The global convergence result is established using exact line searches. Numerical results show that the proposed formula is superior when compared to other CG coefficients. Numerical results also suggest that this method possesses global convergence properties. [ABSTRACT FROM AUTHOR]

Published
2012
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