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Keywords

unconstrained Optimization
spectral conjugate gradient method
inexact line search

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.  
https://doi.org/10.33899/csmj.2008.163950
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