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A New Method for Solving Unconstrained Optimization Problems.
- Source :
- Journal of Concrete & Applicable Mathematics; Jul2009, Vol. 7 Issue 3, p263-275, 13p, 2 Charts
- Publication Year :
- 2009
-
Abstract
- In this paper, a new conjugate gradient formula β<superscript>New</superscript><subscript>k</subscript> is given to compute the search directions for unconstrained optimization problems. General convergence results for the proposed formula with some line searches such as the exact line search, the Grippo-Lucidi line search and the Wolfe-Powell line search are discussed. Under the above line searches and some assumptions, the global convergence properties of the given methods are discussed. The given formula β<superscript>New</superscript><subscript>k</subscript> ⩾ 0, and the search directions d<subscript>k</subscript> which are generated by the given β<superscript>New</superscript><subscript>k</subscript> under the strong Wolfe-Powell line search satisfy the sufficient descent condition. Preliminary numerical results show that the proposed methods are efficient. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 15485390
- Volume :
- 7
- Issue :
- 3
- Database :
- Supplemental Index
- Journal :
- Journal of Concrete & Applicable Mathematics
- Publication Type :
- Academic Journal
- Accession number :
- 36784935