Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong wolfe line search

Nonlinear conjugate gradient (CG) methods are the most important method for solving largescale unconstrained optimisation problems. Many studies and modifications have been conducted recently to improve this method. In this paper, a new class of conjugate gradient coefficients β k with a new para...

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Main Authors:	Abdelrahman Abdalla, A., Mamat, M., Rivaie, M., Omer, O.
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2014
Online Access:	http://journalarticle.ukm.my/8296/ http://journalarticle.ukm.my/8296/ http://journalarticle.ukm.my/8296/1/jqma-10-1-paper7.pdf

id	ukm-8296
recordtype	eprints
spelling	ukm-82962016-12-14T06:46:49Z http://journalarticle.ukm.my/8296/ Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong wolfe line search Abdelrahman Abdalla, A. Mamat, M. Rivaie, M. Omer, O. Nonlinear conjugate gradient (CG) methods are the most important method for solving largescale unconstrained optimisation problems. Many studies and modifications have been conducted recently to improve this method. In this paper, a new class of conjugate gradient coefficients β k with a new parameter m = gk gk−1 that possesses global convergence properties is presented. The global convergence and sufficient descent property is established using inexact line searches to determine that α k is the step size of CG methods. Numerical result shows that the new formula is superior and more efficient when compared to other CG coefficients. Penerbit Universiti Kebangsaan Malaysia 2014-07 Article PeerReviewed application/pdf en http://journalarticle.ukm.my/8296/1/jqma-10-1-paper7.pdf Abdelrahman Abdalla, A. and Mamat, M. and Rivaie, M. and Omer, O. (2014) Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong wolfe line search. Journal of Quality Measurement and Analysis, 10 (1). pp. 75-85. ISSN 1823-5670 http://www.ukm.my/jqma/index.html
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Kebangasaan Malaysia
building	UKM Institutional Repository
collection	Online Access
language	English
description	Nonlinear conjugate gradient (CG) methods are the most important method for solving largescale unconstrained optimisation problems. Many studies and modifications have been conducted recently to improve this method. In this paper, a new class of conjugate gradient coefficients β k with a new parameter m = gk gk−1 that possesses global convergence properties is presented. The global convergence and sufficient descent property is established using inexact line searches to determine that α k is the step size of CG methods. Numerical result shows that the new formula is superior and more efficient when compared to other CG coefficients.
format	Article
author	Abdelrahman Abdalla, A. Mamat, M. Rivaie, M. Omer, O.
spellingShingle	Abdelrahman Abdalla, A. Mamat, M. Rivaie, M. Omer, O. Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong wolfe line search
author_facet	Abdelrahman Abdalla, A. Mamat, M. Rivaie, M. Omer, O.
author_sort	Abdelrahman Abdalla, A.
title	Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong wolfe line search
title_short	Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong wolfe line search
title_full	Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong wolfe line search
title_fullStr	Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong wolfe line search
title_full_unstemmed	Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong wolfe line search
title_sort	global convergence analysis of a new nonlinear conjugate gradient coefficient with strong wolfe line search
publisher	Penerbit Universiti Kebangsaan Malaysia
publishDate	2014
url	http://journalarticle.ukm.my/8296/ http://journalarticle.ukm.my/8296/ http://journalarticle.ukm.my/8296/1/jqma-10-1-paper7.pdf
first_indexed	2023-09-18T19:52:01Z
last_indexed	2023-09-18T19:52:01Z
_version_	1777406282991403008

Global convergence analysis of a new nonlinear conjugate gradient coefficient with strong wolfe line search

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