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A new hybrid scaled search direction for unconstrained optimization | ||
| Kirkuk Journal of Science | ||
| Article 1, Volume 2, Issue 1, 2007, Pages 69-81 PDF (0 K) | ||
| Document Type: Research Paper | ||
| DOI: 10.32894/kujss.2007.43548 | ||
| Abstract | ||
| The best spectral CG-algorithm which is introduced by (Birgin &Martinez) and (Andrei. N) is modified in this paper by a hybrid search direction to overcome the lackness positive definiteness of the matrix defining the search direction.Two successive scalar parameters are introduced in this paper which are satisfy QN-like condition.These parameters are combined in such away to give a hybrid scaled search direction.The new proposed algorithm is still global convergent both theoretically and numerically.Computational results for (43) unconstrained test functions(Andri.N)show that the new algorithm substantially outperform the well- known(Andrei.N) scaled algorithm including the spectral (Birgin & Martinez) algorithm | ||
| Keywords | ||
| A new; hybrid scaled; search; direction; unconstrained; Optimization | ||
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