Optimization of unconstrained problems using a developed algorithm of spectral conjugate gradient method calculation

被引:0
|
作者
Mrad, Hatem [1 ]
Fakhari, Seyyed Mojtaba [1 ]
机构
[1] Univ Quebec Abitibi Temiscamingue, Sch Engn, Rouyn Noranda, PQ J9X 5E4, Canada
基金
加拿大自然科学与工程研究理事会;
关键词
Spectral conjugate gradient method; Optimization; Wolfe search conditions;
D O I
10.1016/j.matcom.2023.07.026
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
This paper presents a numerical investigation of the spectral conjugate directions formulation for optimizing unconstrained problems. A novel modified algorithm is proposed based on the conjugate gradient coefficient method. The algorithm employs the Wolfe inexact line search conditions to determine the optimum step length at each iteration and selects the appropriate conjugate gradient coefficient accordingly. The algorithm is evaluated through several numerical experiments using various unconstrained functions. The results indicate that the algorithm is highly stable, regardless of the starting point, and has better convergence rates and efficiency compared to classical methods in certain cases. Overall, this research provides a promising approach to solving unconstrained optimization problems.& COPY; 2023 International Association for Mathematics and Computers in Simulation (IMACS). Published by Elsevier B.V. All rights reserved.
引用
收藏
页码:282 / 290
页数:9
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