A hybrid FR-DY conjugate gradient algorithm for unconstrained optimization with application in portfolio selection

A hybrid FR-DY conjugate gradient algorithm for unconstrained optimization with application in portfolio selection

In this paper, we present a new hybrid conjugate gradient (CG) approach for solving unconstrained optimization problem. The search direction is a hybrid form of the Fletcher-Reeves (FR) and the Dai-Yuan (DY) CG parameters and is close to the direction of the memoryless Broyden-Fletcher-Goldfarb-Shan...

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Bibliographic Details
Main Authors: Auwal Bala Abubakar, Poom Kumam, Maulana Malik, Parin Chaipunya, Abdulkarim Hassan Ibrahim
Format: Article
Language:English
Published: AIMS Press 2021-04-01
Series:AIMS Mathematics
Subjects:
unconstrained optimization
hybrid three-term conjugate gradient method
global convergence
portfolio selection
Online Access:http://www.aimspress.com/article/doi/10.3934/math.2021383?viewType=HTML

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http://www.aimspress.com/article/doi/10.3934/math.2021383?viewType=HTML

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