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New low storage VM-algorithm for constrained optimization | ||
| AL-Rafidain Journal of Computer Sciences and Mathematics | ||
| Article 1, Volume 6, Issue 3, 2009, Pages 11-19 PDF (433.04 K) | ||
| DOI: 10.33899/csmj.2009.163817 | ||
| Authors | ||
| Abbas Y. Al-Bayati1; Hamsa Th. Chilmerane2 | ||
| 1College of Computer Sciences and Mathematics University of Mosul, Mosul, Iraq | ||
| 2Department of Mathematics, College of Computers Sciences and Mathematics University of Mosul, IRAQ | ||
| Abstract | ||
| In this paper a new low-storage VM-algorithm for constrained optimization is investigated both theoretically and experimentally. The new algorithm is based on both the well-known Fletcher's low storage algorithm which generates columns Z spanned on the gradient vectors g1, g2, ... gn and the idea of both Buckley and LeNir of combined variable storage-conjugate gradient method. The well-known SUMT algorithm is adapted to implement the new idea. The new algorithm is very robust compared with the standard low-storage Fletcher algorithm and the standard SUMT algorithm which was designed for solving constrained problems, of the numerical results of application very promising. | ||
| Keywords | ||
| constrained; low storage; SUMT | ||
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