A New Family of Spectral CG-Algorithm

Section: Research Paper

Abstract

A new family of CG algorithms for large-scale unconstrained optimization is introduced in this paper using the spectral scaling for the search directions, which is a generalization of the spectral gradient method proposed by Raydan [14].
Two modifications of the method are presented, one using Barzilai line search, and the others take at each iteration (where is step- size). In both cases tested for the Wolfe conditions, eleven test problems with different dimensions are used to compare these algorithms against the well-known Fletcher Revees CG-method, with obtaining a robust numerical results.

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A New Family of Spectral CG-Algorithm. (2008). AL-Rafidain Journal of Computer Sciences and Mathematics, 5(1), 69-80. https://doi.org/10.33899/csmj.2008.163950
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How to Cite

A New Family of Spectral CG-Algorithm. (2008). AL-Rafidain Journal of Computer Sciences and Mathematics, 5(1), 69-80. https://doi.org/10.33899/csmj.2008.163950