TARU PUBLICATIONS
Journal of Information and Optimization Sciences cover
Open Access ·Peer-reviewed·ISSN (Online): 2169-0103·ISSN (Print): 0252-2667

WoS  JIF 2026 : 0.4 (Q4)

Powered by:Powered by

Monthly Journal: Publishes theoretical and applied research on topics in information and optimization sciences.

Issues up to 2022 co-published with and available at:Taylor & Francis
submissions@tarupublications.com
Open Access Research Article

Using a new hybrid conjugate gradient method with descent property

* , ,

* Corresponding author · click or hover a name for details

pp. 1287–1302Vol. 44Issue 7October 2023DOI: 10.47974/JIOS-1176XML
Received:
04 Mar 2022
Published Online:
19 Oct 2023
Article type:
Research Article
Language:
EN
Article no.:
JIOS-1176
Pages:
1287–1302

Abstract

The conjugate gradient method was an efficient technique for solving optimization problems. In this paper, we propose a new efficient (CG) coefficient bk,  is computed as a convex combination of Salleh and Alhawarat algorithm and CG-Descent algorithm. We prove the sufficient descent condition and the global convergence of the proposed method. It is established that the ak  satisfies the strong Wolfe line search conditions. The numerical results indicate that our method is robust and competitive.

Keywords

Subject Classifications

49M3765K0590C06

References

[1] I. Abdullahi and R. Ahmad, Global convergence analysis of a new hybrid conjugate gradient method for unconstrained optimization problems, Malaysian Journal of Fundamental and Applied Sciences, Vol. 13, No. 2 (2017) 40-48. http://dx.doi.org/10.11113/mjfas.v13n2.540. 
[2] N. Andrei, 40 Conjugate Gradient Algorithms for unconstrained. optimization, A survey on their definition, ICI Technical Report, (2008) 13-08.
[3] N. Andrei, Another hybrid conjugate gradient algorithm for unconstrained optimization, Numerical Algorithms (2008) 143-156.
[4] N. Andrei, An unconstrained optimization test functions collection, Adv. Model. Optim, 10 (2008) 147-161.
[5] N. Andrei, for Unconstrained Optimization, Studies in Informatics and Control, 17(4) (2008) 373-392.
[6] N. Andrei, Hybrid Conjugate Gradient Algorithm. J Optim Theory Appl, 141 (2009) 249-264.
[7] N. Andrei, New hybrid conjugate gradient algorithms for unconstrained optimization. Encyclopedia of Optimization (2009) 2560-2571. http://dx.doi.org/10.1007/978-0-387-74759-0-441.
[8] S. Ben hanachi, B. Sellami and M. Belloufi, New iterative conjugate gradient method for nonlinear unconstrained optimization, RAIRO operations research, https://doi.org/10.1051/ro/2022109.
[9] Y. H. Dai, A nonmonotone conjugate gradient algorithm for unconstrained optimization, Journal of Systems Science and Complexity, 15(2) (2002) 139-145.
[10] Y. H. Dai and Y. Yuan, A nonlinear conjugate gradient method with a strong global convergence property, SIAM J Optim, 10 (1999) 177-182. http://dx.doi.org/10.1137/s1052623497318992.
[11] Y.H. Dai, J.Y.Han, G.H. Liu, D.F.Sun, X. Yin and Y. Yuan, Convergence properties of nonlinear conjugate gradient methods, SIAM Journal on Optimization, 10 (1999), 348-358. http://dx.doi.org/10.1137/S1052623494268443.
[12] Y. H. Dai and Y. Yuan, A class of globally convergent conjugate gradient methods, Science China Mathematics Series A, 46(2) (2003) 251-261. http://dx.doi.org/10.1360/03ys9027.
[13] Z. Dai and F. Wen, Another improved Wei-Yao-Liu nonlinear conjugate gradient method with sufficient descent property, Applied Mathematics and Computation, 218 (2012) 7421-7430. http://dx.doi.org/10.1016/j.amc.2011.12.091.
[14] S. S. Djordjevic, New Hybrid Conjugate GradientMethod as a Convex Combination of FR and PRP Methods, Filomat, 30(11) (2016) 3083-3100. http://dx.doi.org/10.2298/FIL1611083D.
[15] S. S. Djordjevic, New Hybrid Conjugate Gradient Method as a Convex Combination of LS and CD methods, Filomat, 2(9) (2017) 1813-1825. http://dx.doi.org/10.2298/FIL1706813D.
[16] S. S. Djordjevic, New hybrid conjugate gradient method as a convex combination of HS and FR conjugate gradient methods, Journal of Applied Mathematics and Computation (JAMC), 2(9) (2018) 366-378. http://dx.doi.org/10.26855/jamc.2018.09.002.
[17] S. S. Djordjevic, New hybrid conjugate gradient method as a convex combination of LS and FR conjugate gradient methods, Acta Mathematica Scientia, 39B(1) (2019) 214-228. http://dx.doi.org/s10473-019-0117-6.
[18] E. D. Dolan and J. J. Moré, Benchmarking optimization software with performance profiles, Mathematical Programming 91 (2002) 201-213. http://dx.doi.org/10.1007/s101070100263. 
[19] S. Delladji, M. Belloufi and B. Sellami, Behavior of the combination of PRP and HZ methods for unconstrained optimization, Numerical Algebra, Control & Optimization 11(3) (2021) 377.
[20] R. Fletcher and C. Reeves, Function minimization by conjugate gradients, Comput J, 7 (1964) 149-154. 149-154.  http://dx.doi.org/10.1093/comjnl/7.2.149.
[21] R. Fletcher, Practical methods of optimization, 2nd ed A Wiley-Interscience Publication, John Wiley & Sons, Inc (1987) NY, USA. http://dx.doi.org/10.1002/9781118723203.
[22] J. C. Gilbert and J. Nocedal,  Global convergence properties of conjugate gradient methods for optimization, SIAM Journal on Optimization, 2 (1992) 21-42. http://dx.doi.org/10.1137/0802003.
[23] M. R. Hestenes and E. L. Stiefel, Methods of conjugate gradients for solving linear systems, J Research Nat Bur Standards, 49 (1952) 409-436. http://dx.doi.org/10.6028/jres.049.044.
[24] Y. F. Hu and C. Storey, Global convergence result for conjugate gradient methods, J Optim Theory Appl, 71 (1991) 399-405. http://dx.doi.org/10.1007/BF00939927.
[25] M. Jamil and X. S. Yang, A Literature Survey of Benchmark Functions For Global Optimization Problems, Int, Journal of Mathematical Modelling and Numerical Optimisation Vol. 4(2) (2013) 150-194. http://dx.doi.org/10.1504/IJMMNO.2013.055204.
[26] F. N. Jardow and G. M. Al-Naemi, A new hybrid conjugate gradient algorithm for unconstrained optimization with inexact line search, Indonesian Journal of Electrical Engineering and Computer Science, 20(2) (2020) 939-947. http://dx.doi.org/10.11591/ijeecs.v20.i2.pp939-947.
[27] J. Liu and S. Li. New hybrid conjugate gradient method for unconstrained optimization, Applied Mathematics and Computation, 245 (2014) 36-43. http://dx.doi.org/0.1016/j.amc.2014.07.096.
[28] Y. Liu and C. Storey, Efficient generalized conjugate gradient algorithms, part 1: theory. JOTA, 69 (1991) 129-137. http://dx.doi.org/10.1007/bf00940464.
[29] E. Polak and G. Ribiere, Note sur la convergence de mé thodes de directions conjugués, Revue Francaise d’Informatique et de Recherche Opérationnelle, 16 (1969) 35-43. http://dx.doi.org/10.1051/m2an/196903R100351.
[30] B. T. Polyak, The conjugate gradient method in extreme problems, USSR Comp Math. Math. Phys, 9 (1969) 94-112. http://dx.doi.org/10.1016/0041-5553(69)90035-4.
[31] M. Rivaie, M. Mamat, W. J. Leong and I. Mohd, A new class of nonlinear conjugate gradient coefficients with global convergence properties, Applied Mathematics and Computation, 218 (2012) 11323-11332. http://dx.doi.org/10.1016/j.amc.2012.05.030.
[32] Z. Salleh and A, Alhawarat,  An efficient modification of the Hestenes-Stiefel nonlinear conjugate gradient method with restart property, Journal of Inequalities and Applications, 110 (2016). http://dx.doi.org/10.1186/s13660-016-1049-5.
[33] A. D. Touati and C. Storey, Efficient hybrid conjugate gradient techniques, J Optim Theory Appl, 64 (1990) 379-397. http://dx.doi.org/10.1007/bf00939455.
[34] P. Wolfe, Convergence conditions for ascent methods, II : Some corrections, SIAM Review, 13 (1971) 185-188. http://dx.doi.org/10.1137/1011036.

Views: 280Downloads: 87Citations: 1