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Vestnik Yuzhno-Ural'skogo Universiteta. Seriya Matematicheskoe Modelirovanie i Programmirovanie, 2022, Volume 15, Issue 3, Pages 127–133
DOI: https://doi.org/10.14529/mmp220309
(Mi vyuru654)
 

Short Notes

A modification of Dai-Yuan's conjugate gradient algorithm for solving unconstrained optimization

Y. Najm Hudaa, I. Ahmed Hudab

a University of Duhok, Duhok, Kurdistan Region, Iraq
b University of Mosul, Mosul, Iraq
References:
Abstract: The spectral conjugate gradient method is an essential generalization of the conjugate gradient method, and it is also one of the effective numerical methods to solve large scale unconstrained optimization problems. We propose a new spectral Dai–Yuan (SDY) conjugate gradient method to solve nonlinear unconstrained optimization problems. The proposed method's global convergence was achieved under appropriate conditions, performing numerical testing on 65 benchmark tests to determine the effectiveness of the proposed method in comparison to other methods like the AMDYN algorithm and some other existing ones like Dai-Yuan method.
Keywords: unconstrained optimization, conjugate gradient method, spectral conjugate gradient, sufficient descent, global convergence.
Received: 25.11.2021
Document Type: Article
UDC: 519.6+517.972
MSC: 46N10, 65K10, 90C06
Language: English
Citation: Y. Najm Huda, I. Ahmed Huda, “A modification of Dai-Yuan's conjugate gradient algorithm for solving unconstrained optimization”, Vestnik YuUrGU. Ser. Mat. Model. Progr., 15:3 (2022), 127–133
Citation in format AMSBIB
\Bibitem{NajAhm22}
\by Y.~Najm Huda, I.~Ahmed Huda
\paper A modification of Dai-Yuan's conjugate gradient algorithm for solving unconstrained optimization
\jour Vestnik YuUrGU. Ser. Mat. Model. Progr.
\yr 2022
\vol 15
\issue 3
\pages 127--133
\mathnet{http://mi.mathnet.ru/vyuru654}
\crossref{https://doi.org/10.14529/mmp220309}
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