A New Paired Spectral Gradient Method to Improve Unconstrained and Non-Linear Optimization

Autor: Siham Aziz, Zeyad Abdullah
Jazyk: angličtina
Rok vydání: 2023
Předmět:
Zdroj: Kirkuk Journal of Science, Vol 18, Iss 2, Pp 24-31 (2023)
Druh dokumentu: article
ISSN: 3005-4788
3005-4796
DOI: 10.32894/kujss.2022.136257.1078
Popis: The conjugated spectral gradient (SCG) method is an effective method for non-constrained large-scale nonlinear optimization. In this work, a new spectral conjugate gradient method is proposed with a strong Wolfe-Powell line search (SWP). The new proposal is based on using the formula obtained by comparing the proposed algorithm with previously published conjugate gradient algorithms. Under the usual assumptions, the descent properties and overall global convergence of the proposed method are proved. The proposed method is numerically proven to be effective.
Databáze: Directory of Open Access Journals