Application of spectral conjugate gradient methods for solving unconstrained optimization problems
Conjugate gradient (CG) methods are among the most efficient numerical methods for solving unconstrained optimization problems. This is due to their simplicty and less computational cost in solving large-scale nonlinear problems. In this paper, we proposed some spectral CG methods using the classic...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Balikesir University
2020-06-01
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Series: | An International Journal of Optimization and Control: Theories & Applications |
Subjects: | |
Online Access: | http://www.ijocta.org/index.php/files/article/view/859 |
Summary: | Conjugate gradient (CG) methods are among the most efficient numerical methods for solving unconstrained optimization problems. This is due to their simplicty and less computational cost in solving large-scale nonlinear problems. In this paper, we proposed some spectral CG methods using the classical CG search direction. The proposed methods are applied to real-life problems in regression analysis. Their convergence proof was establised under exact line search. Numerical results has shown that the proposed methods are efficient and promising.
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ISSN: | 2146-0957 2146-5703 |