Two-versions of descent conjugate gradient methods for large-scale unconstrained optimization

Hawraz N. Jabbar, Basim A. Hassan


The conjugate gradient methods are noted to be exceedingly valuable for solving large-scale unconstrained optimization problems since it needn't the storage of matrices. Mostly the parameter conjugate is the focus for conjugate gradient methods. The current paper proposes new methods of parameter of conjugate gradient type to solve problems of large-scale unconstrained optimization. A Hessian approximation in a diagonal matrix form on the basis of second and third-order Taylor series expansion was employed in this study. The sufficient descent property for the proposed algorithm are proved. The new method was converged globally. This new algorithm is found to be competitive to the algorithm of fletcher-reeves (FR) in a number of numerical experiments.


global convergence property; numerical experiments; unconstrained optimizations; versions of conjugate gradient;

Full Text:




  • 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