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

Authors :
Mrad, Hatem
Fakhari, Seyyed Mojtaba
Source :
Mathematics & Computers in Simulation. Jan2024, Vol. 215, p282-290. 9p.
Publication Year :
2024

Abstract

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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03784754
Volume :
215
Database :
Academic Search Index
Journal :
Mathematics & Computers in Simulation
Publication Type :
Periodical
Accession number :
172307876
Full Text :
https://doi.org/10.1016/j.matcom.2023.07.026