Sep 2026· Applied mathematics and computational intelligence· Vol 15, pp. 47-60· 0 citations· 12 references
TL;DR
This study presents a spectral convex combination modification of the Liu Storey method for unconstrained optimization, aiming to enhance efficiency and adaptability compared to existing approaches.
Abstract
The Conjugate Gradient method is a popular optimization technique known for its fast convergence and low memory requirements. These advantages make it efficient for solving unconstrained problems of various scales. This study presents a spectral convex combination modification of the Liu Storey method for unconstrained optimization. The method approximates the step size while preserving descent properties, aiming to enhance efficiency and adaptability compared to existing approaches.The proposed method generates search directions that inherently satisfy the sufficient descent property, regardless of the conjugate parameter or line search choice. The study concludes by validating the impact and adaptability of various parameter combinations on the effectiveness of the spectral hybrid method for solving unconstrained optimization problems. Numerical experiments demonstrate the efficiency of the proposed methods in terms of iteration count and CPU time, comparing favorablywith current approaches for addressing unconstrained optimization problems.
Conjugate gradient methods have come a long way in solving system of equations and large scaled optimization problems. In this paper, a hybrid conjugate gradient method which incorporates the DY update parameter and herein constructed conjugate gradient solver that uses Dai-Liao conjugacy conditions is proposed for non...
S. Ayinde, A. Mehamdia, J. Adelodun et al.· Malaysian journal of mathema...· 0 citations
Conjugate gradient methods play a fundamental role in solving unconstrained optimization problems. We propose a new hybrid conjugate gradient algorithm that forms a convex combination of βNVHS∗k and βCDk. The parameter θk is determined so as to satisfy the conjugacy condition. Under the strong Wolfe line search conditi...
A. Mehamdia, Y. Chaib, T. Bechouat et al.· Applied Mathematics· 0 citations
In this paper, we propose a new conjugate gradient method for solving unconstrained optimization problem, whom is convex combination of the Hager-Zhan, Fletcher-Reeves and Polak-Ribére-Polyak algorithms. The search direction satisfies the sufficient descent condition and guarantees global convergence under the strong W...
Amina Hallal, M. Belloufi, B. Sellami· Filomat· 0 citations
Newton-type algorithms are among the most effective methods for solving optimization problems because of their rapid local convergence. However, extending these methods to nonsmooth optimization is challenging due to the difficulty of incorporating second-order information. To address this issue, we propose a coderivat...
Sina Kazemdehbashi, Yan-Chao Liu, Boris S. Mordukhovich· 0 citations
Conjugate gradient methods are a popular class of iterative methods for solving linear systems of equations and nonlinear optimization problems. In this paper, we suggest a new hybrid nonlinear conjugate gradient method, in which the conjugate gradient coefficient $\beta _{k}$ is a convex combination of $\beta _{k}^{NV...
A. Mehamdia, Y. Chaib, T. Bechouat· Uzbek Mathematical Journal· 0 citations
We use cookies to run the site and, with your consent, for analytics and to show ads.
See our Cookie Policy.