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Investigation on scaled CG-type algorithms for unconstrained optimization
Joint Authors
al-Bayati, Abbas Y.
Abu, Khlil K.
Sharif, Salih G.
Source
al- Rafidain Journal of Computer Sciences and Mathematics
Issue
Vol. 4, Issue 2 (13 Dec. 2007), pp.11-23, 13 p.
Publisher
University of Mosul College of Computer Science and Mathematics
Publication Date
2007-12-13
Country of Publication
Iraq
No. of Pages
13
Main Subjects
Topics
Abstract AR
تم في هذا البحث اقتراح خوارزميتين جديدتين لتحسين خوارزمية المتجهات المترافقة لطريقة (HS)، الأولى تعتمد على ضرب متجهات البحث في (HSCG) بقياسي (γK) يمكن (حصوله من قيمة الدالة و قيمة المشتقة الأولى) عند نقطتين متتابعتين أم الخوارزمية الثانية فتم ضرب متجه البحث بمصفوفة تعتبر تقريبا جديدا لمصفوفة هيسي لدالة الهدف.
و هاتان الخوارزميتان غير حساستين للبحث الخطي.
و تشير التجارب العددية لبعض دوال الاختبار إلى كفاية هذه الخوارزميات مقارنة بمثيلاتها عند الأبعاد الكبيرة.
Abstract EN
In this paper, we describe two new algorithms which are modifications of the Hestens-stiefl CG-method.
The first is the scaled CGmethod (obtained from function and gradient-values) which improves the search direction by multiplying to a scalar obtained from function value and its gradient at two successive points along the iterations.
The second is the Preconditioned CG-method which uses an approximation at Hessein of the minimizing function.
These algorithms are not sensitive to the line searches.
Numerical experiments indicate that these new algorithms are effective and superior especially for increasing dimensionalities.
American Psychological Association (APA)
al-Bayati, Abbas Y.& Abu, Khlil K.& Sharif, Salih G.. 2007. Investigation on scaled CG-type algorithms for unconstrained optimization. al- Rafidain Journal of Computer Sciences and Mathematics،Vol. 4, no. 2, pp.11-23.
https://search.emarefa.net/detail/BIM-340495
Modern Language Association (MLA)
Sharif, Salih G.…[et al.]. Investigation on scaled CG-type algorithms for unconstrained optimization. al- Rafidain Journal of Computer Sciences and Mathematics Vol. 4, no. 2 (2007), pp.11-23.
https://search.emarefa.net/detail/BIM-340495
American Medical Association (AMA)
al-Bayati, Abbas Y.& Abu, Khlil K.& Sharif, Salih G.. Investigation on scaled CG-type algorithms for unconstrained optimization. al- Rafidain Journal of Computer Sciences and Mathematics. 2007. Vol. 4, no. 2, pp.11-23.
https://search.emarefa.net/detail/BIM-340495
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 22-23
Record ID
BIM-340495