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Improved conjugate gradient method for nonlinear system of equations
- Source :
- Computational and Applied Mathematics. 39
- Publication Year :
- 2020
- Publisher :
- Springer Science and Business Media LLC, 2020.
-
Abstract
- In this paper, we propose a hybrid conjugate gradient (CG) method based on the approach of convex combination of Fletcher–Reeves (FR) and Polak–Ribiere–Polyak (PRP) parameters, and Quasi-Newton’s update. This is made possible by using self-scaling memory-less Broyden’s update together with a hybrid direction consisting of two CG parameters. However, an important property of the new algorithm is that, it generates a descent search direction via non-monotone type line search. The global convergence of the algorithm is established under appropriate conditions. Finally, numerical experiments on some benchmark test problems, demonstrate the effectiveness of the proposed algorithm over some existing alternatives.
- Subjects :
- Line search
Property (programming)
Computer science
Applied Mathematics
010102 general mathematics
010103 numerical & computational mathematics
Type (model theory)
01 natural sciences
Computational Mathematics
Conjugate gradient method
Convergence (routing)
Benchmark (computing)
Convex combination
0101 mathematics
Algorithm
Descent (mathematics)
Subjects
Details
- ISSN :
- 18070302 and 22383603
- Volume :
- 39
- Database :
- OpenAIRE
- Journal :
- Computational and Applied Mathematics
- Accession number :
- edsair.doi...........bf932788b98e1d433db5daec9a6efd3c