Global convergence analysis of a new hybrid conjugate gradient method for unconstrained optimization problems

Authors

  • Ibrahim Abdullahi Department of Mathematical Sciences, Faculty of Science, Universiti Teknologi Malaysia, Skudai 81310, Johor, Malaysia.
  • Rohanin Ahmad Department of Mathematical Sciences, Faculty of Science, Universiti Teknologi Malaysia, Skudai 81310, Johor, Malaysia.

DOI:

https://doi.org/10.11113/mjfas.v13n2.540

Abstract

In this paper, we propose a new hybrid conjugate gradient method for unconstrained optimization problems. The proposed method comprises of beta (DY), beta (WHY), beta (RAMI)  and beta (New). The beta (New)  was constructed purposely for this proposed hybrid method.The method possesses sufficient descent property irrespective of the line search. Under Strong Wolfe-Powell line search, we proved that the method is globally convergent. Numerical experimentation shows the effectiveness and robustness of the proposed method when compare with some hybrid as well as some modified conjugate gradient methods.

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Published

11-09-2017