New Three-Term Conjugate Gradient Method with Exact Line Search

Authors

  • Nurul Hafawati Fadhilah Universiti Teknologi MARA
  • Mohd Rivaie Universiti Teknologi MARA
  • Fuziyah Ishak Universiti Teknologi MARA
  • Nur Idalisa Universiti Teknologi MARA

DOI:

https://doi.org/10.11113/matematika.v36.n3.1214

Abstract

Conjugate Gradient (CG) methods have an important role in solving large
scale unconstrained optimization problems. Nowadays, the Three-Term CG method has
become a research trend of the CG methods. However, the existing Three-Term CG
methods could only be used with the inexact line search. When the exact line search
is applied, this Three-Term CG method will be reduced to the standard CG method.
Hence in this paper, a new Three-Term CG method that could be used with the exact
line search is proposed. This new Three-Term CG method satisfies the descent condition
using the exact line search. Performance profile based on numerical results show that
this proposed method outperforms the well-known classical CG method and some related
hybrid methods. In addition, the proposed method is also robust in term of number of
iterations and CPU time.

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Published

2020-12-01

How to Cite

Fadhilah, N. H., Rivaie, M., Ishak, F., & Idalisa, N. (2020). New Three-Term Conjugate Gradient Method with Exact Line Search. MATEMATIKA: Malaysian Journal of Industrial and Applied Mathematics, 36(3), 197–207. https://doi.org/10.11113/matematika.v36.n3.1214

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Articles