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A Conjugate Gradient Method for Unconstrained Optimization Problems

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  • Gonglin Yuan

Abstract

A hybrid method combining the FR conjugate gradient method and the WYL conjugate gradient method is proposed for unconstrained optimization problems. The presented method possesses the sufficient descent property under the strong Wolfe-Powell (SWP) line search rule relaxing the parameter . Under the suitable conditions, the global convergence with the SWP line search rule and the weak Wolfe-Powell (WWP) line search rule is established for nonconvex function. Numerical results show that this method is better than the FR method and the WYL method.

Suggested Citation

  • Gonglin Yuan, 2009. "A Conjugate Gradient Method for Unconstrained Optimization Problems," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2009, pages 1-14, November.
    • Handle: RePEc:hin:jijmms:329623
    DOI: 10.1155/2009/329623
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    Cited by:

    1. Nurul Hajar & Low Jing Ning & Nur Syarafina Mohamed & Che Ku Nuraini Che Ku Mohd & Mohd Syafiq Abd Aziz, 2025. "An Implementation of Conjugate Gradient Methods for Estimating the Unemployment Rate in Melaka," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 9(9), pages 6391-6401, September.

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