A New Variant of the Conjugate Descent Method for Solving Unconstrained Optimization Problems and Applications

Aliyu Muhammed Awwal, Mahmoud Muhammad Yahaya, Nuttapol Pakkaranang and Nattawut Pholasa ()
Additional contact information
Aliyu Muhammed Awwal: Department of Mathematical Sciences, Faculty of Science, Gombe State University, Gombe 760214, Nigeria
Mahmoud Muhammad Yahaya: KMUTT-Fixed Point Theory and Applications Research Group, Theoretical and Computational Science Center (TaCS), Science Laboratory Building, Faculty of Science, King Mongkut’s University of Technology Thonburi (KMUTT), 126 Pracha-Uthit Road, Bang Mod, Thrung Khru, Bangkok 10140, Thailand
Nuttapol Pakkaranang: Mathematics and Computing Science Program, Faculty of Science and Technology, Phetchabun Rajabhat University, Phetchabun 67000, Thailand
Nattawut Pholasa: School of Science, University of Phayao, Phayao 56000, Thailand

Mathematics, 2024, vol. 12, issue 15, 1-13

Abstract: Unconstrained optimization problems have a long history in computational mathematics and have been identified as being among the crucial problems in the fields of applied sciences, engineering, and management sciences. In this paper, a new variant of the conjugate descent method for solving unconstrained optimization problems is introduced. The proposed algorithm can be seen as a modification of the popular conjugate descent (CD) algorithm of Fletcher. The algorithm of the proposed method is well-defined, and the sequence of the directions of search is shown to be sufficiently descending. The convergence result of the proposed method is discussed under the common standard conditions. The proposed algorithm together with some existing ones in the literature is implemented to solve a collection of benchmark test problems. Numerical experiments conducted show the performance of the proposed method is very encouraging. Furthermore, an additional efficiency evaluation is carried out on problems arising from signal processing and it works well.

Keywords: conjugate descent; conjugate gradient method; unconstrained optimization; line search; signal processing (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.mdpi.com/2227-7390/12/15/2430/pdf (application/pdf)
https://www.mdpi.com/2227-7390/12/15/2430/ (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:gam:jmathe:v:12:y:2024:i:15:p:2430-:d:1450416

Access Statistics for this article

Mathematics is currently edited by Ms. Emma He

More articles in Mathematics from MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().