A New Conjugate Gradient for Unconstrained Optimization Based on Step Size of Barzilai and Borwein
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Submitted
September 27, 2018
Published
June 30, 2016
Keywords:
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Unconstrained optimization, Conjugate gradient, Descent condition, Sufficient descent condition, Barzilai and Borwein step size, Global convergence
Abstract
In this paper, a new formula of is suggested for conjugate gradient method of solving unconstrained optimization problems based on step size of Barzilai and Borwein. Our new proposed CG-method has descent condition, sufficient descent condition and global convergence properties. Numerical comparisons with a standard conjugate gradient algorithm show that this algorithm very effective depending on the number of iterations and the number of functions evaluation.
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Authors
Shareef, S. G., & Ibrahim, A. L. (2016). A New Conjugate Gradient for Unconstrained Optimization Based on Step Size of Barzilai and Borwein. Science Journal of University of Zakho, 4(1), 104-114. https://sjuoz.uoz.edu.krd/index.php/sjuoz/article/view/311
Copyright (c) 2016 Salah G. Shareef, Alaa L. Ibrahim
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How to Cite
Shareef, S. G., & Ibrahim, A. L. (2016). A New Conjugate Gradient for Unconstrained Optimization Based on Step Size of Barzilai and Borwein. Science Journal of University of Zakho, 4(1), 104-114. https://sjuoz.uoz.edu.krd/index.php/sjuoz/article/view/311