5th North American International Conference on Industrial Engineering and Operations Management

Comparison of Conjugate Gradient Method on Solving Unconstrained Optimization Problems

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Abstract

Conjugate gradient (CG) method approaches have been instrumental in solving unconstrained optimization problems.  In 2020, Malik et al. has proposed a new hybrid coefficient (H-MS2), which is a combination of the RMIL coefficient and the new coefficient.  In this paper, we propose the new method, which it takes of the new coefficients from H-MS2 and also we will compare the new method and some of the classic methods that already based on the number of iterations and central processing unit (CPU) time. The new method fulfills the sufficient descent condition and global convergence properties and its tested on a set functions under exact line search.  The numerical results show that the new CG method has the best efficiency between all the methods tested.

Published in: 5th North American International Conference on Industrial Engineering and Operations Management, Detroit, USA

Publisher: IEOM Society International
Date of Conference: August 9-11, 2020

ISBN: 978-0-9855497-8-7
ISSN/E-ISSN: 2169-8767