Malaysian Journal of Mathematical Sciences, February 2016, Vol. 10(S)
Special Issue: The 3rd International Conference on Mathematical Applications in Engineering 2014 (ICMAE'14)
A Modified NPRP Nonlinear Conjugate Gradient Method with Global Convergence Properties
Alhawarat, A., Mustafa, M., Ismail, M., and Zabidin, S.
Corresponding Email: [email protected]
Received date: -
Accepted date: -
Abstract:
The conjugate gradient method (CG), is one of many methods used to solve large scale optimization problems in many fields. In fact memory storage and speed of the algorithm to reach the optimum solution for general nonlinear unconstrained optimization functions are our goals. In this paper, we modified a new efficient method passes the sufficient decent condition, and it has global convergence under exact line search and strong Wolfe line search. Furthermore, the numerical results to find the optimum solution of some test functions show the new modification has the best results in CPU time and the number of iteration when it comparing with other conventional methods.
Keywords: Gradient Method, Exact Line Search, Strong Wolf Line Search, Global Convergence
