A fast spectral conjugate gradient method for solving nonlinear optimization problems

Ali A. Al-Arbo, Rana Z. Al-Kawaz

Abstract


This paper proposes a new spectral conjugate gradient (SCG) approach for solving unregulated nonlinear optimization problems. Our approach proposes Using Wolfe's rapid line scan to adjust the standard conjugate descent (CD) algorithm. A new spectral parameter is a mixture of new gradient and old search path. The path provided by the modified method provides a path of descent for the solution of objective functions. The updated method fits the traditional CD method if the line check is correct. The stability and global convergence properties of the current new SCG are technically obtained from applying certain well-known and recent mild assumptions. We test our approach with eight recently published CD and SCG methods on 55 optimization research issues from the CUTE library. The suggested and all other algorithms included in our experimental research were implemented in FORTRAN language with double precision arithmetic and all experiments were conducted on a PC with 8 GB ram Processor Intel Core i7. The results indicate that our proposed solution outperforms recently reported algorithms by processing and performing fewer iterations in a shorter time.

Keywords


Descent direction; Global convergence; Line search; Spectral conjugate gradient; Unconstrained optimization

Full Text:

PDF


DOI: http://doi.org/10.11591/ijeecs.v21.i1.pp429-439

Refbacks

  • There are currently no refbacks.


Creative Commons License
This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.

shopify stats IJEECS visitor statistics