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A New Family of Spectral CG-Algorithm | ||
| AL-Rafidain Journal of Computer Sciences and Mathematics | ||
| Article 6, Volume 5, Issue 1, 2008, Pages 69-80 PDF (393.67 K) | ||
| Document Type: Research Paper | ||
| DOI: 10.33899/csmj.2008.163950 | ||
| Authors | ||
| Abbas Y. Al-Bayati1; Runak M. Abdullah2 | ||
| 1College of Computer Sciences and Mathematics University of Mosul, Mosul, Iraq | ||
| 2College of Sciences University of Suleimani | ||
| Abstract | ||
| A new family of CG –algorithms for large-scale unconstrained optimization is introduced in this paper using the spectral scaling for the search directions, which is a generalization of the spectral gradient method proposed by Raydan [14]. Two modifications of the method are presented, one using Barzilai line search, and the others take at each iteration (where is step- size). In both cases tested for the Wolfe conditions, eleven test problems with different dimensions are used to compare these algorithms against the well-known Fletcher –Revees CG-method, with obtaining a robust numerical results. | ||
| Keywords | ||
| unconstrained Optimization; spectral conjugate gradient method; inexact line search | ||
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