A New Family of Spectral CG-Algorithm
AL-Rafidain Journal of Computer Sciences and Mathematics,
2008, Volume 5, Issue 1, Pages 69-80
AbstractA 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 .
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.
- Article View: 68
- PDF Download: 52