A New Conjugate Gradient Method for Nonlinear Unconstrained Optimization Problems
Huang Ha
Abstract
Huang Ha
Abstract
Based on the DY conjugate gradient method,a new conjugate gradient formula was presented,the new formula is the same as the DY formula when the line search is exact.Based on the new formula,a new conjugate gradient algorithm with the Wolfe line search was proposed,the descent property and the global convergence of the algorithm were proved.Preliminary numerical results show that the new method was effective,suitable for solving nonlinear unconstrained optimization problems.
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Based on the DY conjugate gradient method,a new conjugate gradient formula was presented,the new formula is the same as the DY formula when the line search is exact.Based on the new formula,a new conjugate gradient algorithm with the Wolfe line search was proposed,the descent property and the global convergence of the algorithm were proved.Preliminary numerical results show that the new method was effective,suitable for solving nonlinear unconstrained optimization problems.
Key concepts: Nonlinear conjugate gradient method, Conjugate gradient method, Derivation of the conjugate gradient method, Conjugate residual method, Gradient descent, Gradient method, Convergence (economics), Mathematics