Volume 19, Issue 1 (3-2022)                   jor 2022, 19(1): 1-16 | Back to browse issues page

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Abdollahi F, Fatemi M. An Efficient Conjugate Gradient Algorithm for Unconstrained Optimization Problems. jor 2022; 19 (1) :1-16
URL: http://jamlu.liau.ac.ir/article-1-2018-en.html
An Efficient Conjugate Gradient Algorithm for Unconstrained Optimization Problems
F. Abdollahi * , M. Fatemi
Department of Mathematics, K. N. Toosi University of Tehran, Tehran, Iran , fabdollahi@email.kntu.ac.ir
Abstract:   (1715 Views)
In this paper, an efficient conjugate gradient method for unconstrained optimization is introduced. Parameters of the method are obtained by solving an optimization problem, and using a variant of the modified secant condition. The new conjugate gradient parameter benefits from function information as well as gradient information in each iteration. The proposed method has global convergence under mild assumptions. Using a collection of CUTEr problems, the method is compared with some existing algorithms to show its effectiveness.
Keywords: Conjugate Gradient Method, Modified secant Condition, Unconstrained Optimization
Full-Text [PDF 851 kb]   (772 Downloads)    
Type of Study: Research | Subject: Special
Received: 2020/08/23 | Accepted: 2021/05/24
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