A New Family of Hybrid Conjugate Gradient Methods for Unconstrained Optimization

  • Olawale Joshua Adeleke Department of Mathematics, Covenant University, Ota
  • Absalom El-Shamir Ezugwu Department of Computer Science, Federal University, Lafia
  • Idowu Ademola Osinuga Department of Mathematics, Federal University of Agriculture, Abeokuta
Keywords: Hybrid methods, nonlinear conjugate gradient method, unconstrained optimization problems, descent property, global convergence, strong Wolfe line search conditions

Abstract

The conjugate gradient method is a very efficient iterative technique for solving large-scale unconstrainedoptimization problems. Motivated by recent modifications of some variants of the method and construction of hybrid methods, this study proposed four hybrid methods that are globally convergent as well as computationally efficient. The approach adopted for constructing the hybrid methods entails projecting ten recently modified conjugate gradient methods. Each of the hybrid methods is shown to satisfy the descent property independent of any line search technique and globally convergent under the influence of strong Wolfe line search. Results obtained from numerical implementation of these methods and performance profiling show that the methods are very competitive with well-known traditional methods.

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Published
2020-10-08
How to Cite
Adeleke, O. J., Ezugwu, A. E.-S., & Osinuga, I. A. (2020). A New Family of Hybrid Conjugate Gradient Methods for Unconstrained Optimization. Statistics, Optimization & Information Computing, 9(2), 399-417. https://doi.org/10.19139/soic-2310-5070-480
Section
Research Articles