An n-th section line search in conjugate gradient method for small-scale unconstrained optimization

Authors

  • Muhammad Imza Fakhri UiTM Shah Alam,Selangor
  • Mohd Rivaie Mohd Ali Universiti Teknologi Mara Terengganu
  • Ibrahim Jusoh Universiti Teknologi Mara Terengganu

DOI:

https://doi.org/10.11113/mjfas.v0n0.579

Keywords:

Unconstrained Optimization, Conjugate Gradient, Bisection, Line Search

Abstract

Conjugate Gradient (CG) methods are well-known method for solving unconstrained optimization problem and popular for its low memory requirement. A lot of researches and efforts have been done in order to improve the efficiency of this CG method. In this paper, a new inexact line search is proposed based on Bisection line search. Initially, Bisection method is the easiest method to solve root of a function. Thus, it is an ideal method to employ in CG method. This new modification is named n-th section. In a nutshell, this proposed method is promising and more efficient compared to the original Bisection line search. 

Author Biographies

Muhammad Imza Fakhri, UiTM Shah Alam,Selangor

Master Student, UiTM Shah Alam.

Mohd Rivaie Mohd Ali, Universiti Teknologi Mara Terengganu

Department of Mathematics

Ibrahim Jusoh, Universiti Teknologi Mara Terengganu

Department of Mathematics

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Published

26-12-2017