Optimization of unconstrained problems using a developed algorithm of spectral conjugate gradient method calculation

Hatem Mrad and Seyyed Mojtaba Fakhari

Mathematics and Computers in Simulation (MATCOM), 2024, vol. 215, issue C, 282-290

Abstract: This paper presents a numerical investigation of the spectral conjugate directions formulation for optimizing unconstrained problems. A novel modified algorithm is proposed based on the conjugate gradient coefficient method. The algorithm employs the Wolfe inexact line search conditions to determine the optimum step length at each iteration and selects the appropriate conjugate gradient coefficient accordingly. The algorithm is evaluated through several numerical experiments using various unconstrained functions. The results indicate that the algorithm is highly stable, regardless of the starting point, and has better convergence rates and efficiency compared to classical methods in certain cases. Overall, this research provides a promising approach to solving unconstrained optimization problems.

Keywords: Spectral conjugate gradient method; Optimization; Wolfe search conditions (search for similar items in EconPapers)
Date: 2024
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:215:y:2024:i:c:p:282-290

DOI: 10.1016/j.matcom.2023.07.026

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