A modified three-term conjugate gradient method for large –scale optimization

  • Zaydan B. Mohammed
  • Nazar K. Hussein
  • Zeyad M. Abdullah

Abstract

We propose a three-term conjugate gradient method in this paper . The basic idea is to exploit the good properties of the BFGS update. Quasi – Newton method lies a good efficient numerical computational, so we suggested to be based on BFGS method. However, the descent condition and the global convergent is proven under Wolfe condition. The new algorithm is very effective e for solving the large – scale unconstrained optimization problem.


 


http://dx.doi.org/10.25130/tjps.25.2020.056

Published
Jun 18, 2020
How to Cite
B. MOHAMMED, Zaydan; HUSSEIN, Nazar K.; ABDULLAH, Zeyad M.. A modified three-term conjugate gradient method for large –scale optimization. Tikrit Journal of Pure Science, [S.l.], v. 25, n. 3, p. 116-120, june 2020. ISSN 2415-1726. Available at: <http://tjps.tu.edu.iq/index.php/j/article/view/998>. Date accessed: 09 july 2020. doi: http://dx.doi.org/10.25130/j.v25i3.998.
Section
Articles