scholarly journals Steepest descent method implementation on unconstrained optimization problem using C++ program

2018 ◽  
Vol 332 ◽  
pp. 012024 ◽  
Author(s):  
H Napitupulu ◽  
Sukono ◽  
I Bin Mohd ◽  
Y Hidayat ◽  
S Supian
Keyword(s):  
Unconstrained Optimization ◽  
Optimization Problem ◽  
Descent Method ◽  
Steepest Descent ◽  
Steepest Descent Method ◽  
Unconstrained Optimization Problem ◽  
C Program

scholarly journals A modification of steepest descent method for solving large-scaled unconstrained optimization problems

2018 ◽  
Vol 7 (3.28) ◽  
pp. 72
Author(s):  
Siti Farhana Husin ◽  
Mustafa Mamat ◽  
Mohd Asrul Hery Ibrahim ◽  
Mohd Rivaie
Keyword(s):  
Unconstrained Optimization ◽  
Large Scale ◽  
Optimization Problem ◽  
Optimization Problems ◽  
Descent Method ◽  
Steepest Descent ◽  
Steepest Descent Method ◽  
Search Direction ◽  
Exact Line Search ◽  
Scale Optimization

In this paper, we develop a new search direction for Steepest Descent (SD) method by replacing previous search direction from Conjugate Gradient (CG) method, , with gradient from the previous step,  for solving large-scale optimization problem. We also used one of the conjugate coefficient as a coefficient for matrix . Under some reasonable assumptions, we prove that the proposed method with exact line search satisfies descent property and possesses the globally convergent. Further, the numerical results on some unconstrained optimization problem show that the proposed algorithm is promising. 

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