New Three-Term Conjugate Gradient Method with Exact Line Search

Published on Dec 1, 2020in Mathematika0.844
路 DOI :10.11113/MATEMATIKA.V36.N3.1214
Nurul Hafawati Fadhilah (UiTM: Universiti Teknologi MARA), Mohd Rivaie8
Estimated H-index: 8
(UiTM: Universiti Teknologi MARA)
+ 1 AuthorsNur Idalisa (UiTM: Universiti Teknologi MARA)
Conjugate Gradient (CG) methods have an important role in solving large scale unconstrained optimization problems. Nowadays, the Three-Term CG method has become a research trend of the CG methods. However, the existing Three-Term CG methods could only be used with the inexact line search. When the exact line search is applied, this Three-Term CG method will be reduced to the standard CG method. Hence in this paper, a new Three-Term CG method that could be used with the exact line search is proposed. This new Three-Term CG method satisfies the descent condition using the exact line search. Performance profile based on numerical results show that this proposed method outperforms the well-known classical CG method and some related hybrid methods. In addition, the proposed method is also robust in term of number of iterations and CPU time.
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