Spectral fletcher-reeves algorithm for solving non-linear unconstrained optimization problems
Joint Authors
Abbu, Khalil K.
Muhammad, Farah H.
Source
Iraqi Journal of Statistical Science
Issue
Vol. 11, Issue 19 (30 Jun. 2011), pp.21-38, 18 p.
Publisher
University of Mosul College of Computer Science and Mathematics
Publication Date
2011-06-30
Country of Publication
Iraq
No. of Pages
18
Main Subjects
Topics
Abstract AR
تم في هذا البحث تطوير خوارزمية Fletcher-Reeves إلى نوع من الخوارزميات المتجهات المترافقة الطيفية علما أن تطوير الخوارزمية اعتمد على طريقة Neuton.
و برهنا خاصية الانحدار السلبي للخوارزمية المطورة باستخدام شرط Wolfe.
تشير النتائج العددية إلى كفاءة الطريقة بالمقارنة مع بعض الخوارزميات المعروفة في هذا المجال.
Abstract EN
The non-linear conjugate gradient method is a very useful technique for solving Large-Scale minimization problems and has wide applications in many fields.
In this paper, we present a new spectral type, a non-linear conjugate gradient algorithm the derivatation of this algorithm is based on Fletcher–Reeves and Newton algorithm, the descent property for the suggested algorithm is proved provided that the step size satisfies the Wolfe conditions.
Numerical results show that the new algorithm is efficient in practical computation and superior to the Fletcher–Reervs algorithm in many situations.
American Psychological Association (APA)
Abbu, Khalil K.& Muhammad, Farah H.. 2011. Spectral fletcher-reeves algorithm for solving non-linear unconstrained optimization problems. Iraqi Journal of Statistical Science،Vol. 11, no. 19, pp.21-38.
https://search.emarefa.net/detail/BIM-399152
Modern Language Association (MLA)
Abbu, Khalil K.& Muhammad, Farah H.. Spectral fletcher-reeves algorithm for solving non-linear unconstrained optimization problems. Iraqi Journal of Statistical Science Vol. 11, no. 19 (2011), pp.21-38.
https://search.emarefa.net/detail/BIM-399152
American Medical Association (AMA)
Abbu, Khalil K.& Muhammad, Farah H.. Spectral fletcher-reeves algorithm for solving non-linear unconstrained optimization problems. Iraqi Journal of Statistical Science. 2011. Vol. 11, no. 19, pp.21-38.
https://search.emarefa.net/detail/BIM-399152
Data Type
Journal Articles
Language
English
Notes
Includes appendix : p. 36-38
Record ID
BIM-399152