Abstract
There have been some conjugate gradient methods with strong convergence but numerical instability and conversely. Improving these methods is an interesting idea to produce new methods with both strong convergence and numerical stability. In this paper, a new hybrid conjugate gradient method is introduced based on the Fletcher formula (CD) with strong convergence and the Liu and Storey formula (LS) with good numerical results. New directions satisfy the sufficient descent property, independent of line search. Under some mild assumptions, the global convergence of new hybrid method is proved. Numerical results on unconstrained CUTEst test problems show that the new algorithm is very robust and efficient.
Keywords
Publication details
- DOI
- 10.53539/squjs.vol27iss2pp90-99
- Journal
- Sultan Qaboos University Journal for Science, 27(2), 90-99
- Publisher
- Sultan Qaboos University
- Open access
- Gold open access
- License
- CC BY-ND 4.0
Cite this article
APA 7
Rahpeymaii, F., & Rostami, M. (2023). Solving Unconstrained Optimization Problems by a New Conjugate Gradient Method with Sufficient Descent Property. Sultan Qaboos University Journal for Science, 27(2), 90-99. https://doi.org/10.53539/squjs.vol27iss2pp90-99
MLA 9
Rahpeymaii, Farzad, and Majid Rostami. "Solving Unconstrained Optimization Problems by a New Conjugate Gradient Method with Sufficient Descent Property." Sultan Qaboos University Journal for Science, vol. 27, no. 2, 2023, pp. 90-99. https://doi.org/10.53539/squjs.vol27iss2pp90-99.
Chicago (author–date)
Rahpeymaii, Farzad, and Majid Rostami. 2023. "Solving Unconstrained Optimization Problems by a New Conjugate Gradient Method with Sufficient Descent Property." Sultan Qaboos University Journal for Science 27 (2): 90-99. https://doi.org/10.53539/squjs.vol27iss2pp90-99.
Harvard
Rahpeymaii, F. and Rostami, M. (2023) 'Solving Unconstrained Optimization Problems by a New Conjugate Gradient Method with Sufficient Descent Property', Sultan Qaboos University Journal for Science, 27(2), pp. 90-99. doi:10.53539/squjs.vol27iss2pp90-99.
Vancouver
Rahpeymaii F, Rostami M. Solving Unconstrained Optimization Problems by a New Conjugate Gradient Method with Sufficient Descent Property. Sultan Qaboos University Journal for Science. 2023;27(2):90-99. doi:10.53539/squjs.vol27iss2pp90-99
IEEE
F. Rahpeymaii, and M. Rostami, "Solving Unconstrained Optimization Problems by a New Conjugate Gradient Method with Sufficient Descent Property," Sultan Qaboos University Journal for Science, vol. 27, no. 2, pp. 90-99, 2023, doi: 10.53539/squjs.vol27iss2pp90-99.