Geodesic
New conjugate gradient method for unconstrained optimization
Sellami, Badreddine1 ; Chaib, Yacine1
1 Department of mathematics and informatics, Mohamed Cherif Messaadia University, Souk-Ahras, Algeria.
RAIRO - Operations Research - Recherche Opérationnelle, Special issue - Advanced Optimization Approaches and Modern OR-Applications, Tome 50 (2016) no. 4-5, pp. 1013-1026

Voir la notice de l'article provenant de la source Numdam

In this paper, a new conjugate gradient method is proposed for large-scale unconstrained optimization. This method includes the already existing three practical nonlinear conjugate gradient methods, which produces a descent search direction at every iteration and converges globally provided that the line search satisfies the Wolfe conditions. The numerical experiments are done to test the efficiency of the new method, which confirms the promising potentials of the new method.

DOI : 10.1051/ro/2015064
Classification : 65K05, 90C25, 90C26, 90C27, 90C30
Keywords: Unconstrained optimization, conjugate gradient method, line search, global convergence

Sellami, Badreddine 1 ; Chaib, Yacine 1

1 Department of mathematics and informatics, Mohamed Cherif Messaadia University, Souk-Ahras, Algeria. 
@article{RO_2016__50_4-5_1013_0,
     author = {Sellami, Badreddine and Chaib, Yacine},
     title = {New conjugate gradient method for unconstrained optimization},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {1013--1026},
     publisher = {EDP-Sciences},
     volume = {50},
     number = {4-5},
     year = {2016},
     doi = {10.1051/ro/2015064},
     zbl = {1357.65076},
     mrnumber = {3570546},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/ro/2015064/}
}
TY  - JOUR
AU  - Sellami, Badreddine
AU  - Chaib, Yacine
TI  - New conjugate gradient method for unconstrained optimization
JO  - RAIRO - Operations Research - Recherche Opérationnelle
PY  - 2016
SP  - 1013
EP  - 1026
VL  - 50
IS  - 4-5
PB  - EDP-Sciences
UR  - http://geodesic.mathdoc.fr/articles/10.1051/ro/2015064/
DO  - 10.1051/ro/2015064
LA  - en
ID  - RO_2016__50_4-5_1013_0
ER  - 
%0 Journal Article
%A Sellami, Badreddine
%A Chaib, Yacine
%T New conjugate gradient method for unconstrained optimization
%J RAIRO - Operations Research - Recherche Opérationnelle
%D 2016
%P 1013-1026
%V 50
%N 4-5
%I EDP-Sciences
%U http://geodesic.mathdoc.fr/articles/10.1051/ro/2015064/
%R 10.1051/ro/2015064
%G en
%F RO_2016__50_4-5_1013_0
Sellami, Badreddine; Chaib, Yacine. New conjugate gradient method for unconstrained optimization. RAIRO - Operations Research - Recherche Opérationnelle, Special issue - Advanced Optimization Approaches and Modern OR-Applications, Tome 50 (2016) no. 4-5, pp. 1013-1026. doi: 10.1051/ro/2015064

Cité par Sources :