scholarly journals A dai-liao hybrid conjugate gradient method for unconstrained optimization

2021 ◽  
Vol 2 (2) ◽  
pp. 69
Author(s):  
Nasiru Salihu ◽  
Mathew Remilekun Odekunle ◽  
Mohammed Yusuf Waziri ◽  
Abubakar Sani Halilu ◽  
Suraj Salihu

One of todays’ best-performing CG methods is Dai-Liao (DL) method which depends on non-negative parameter  and conjugacy conditions for its computation. Although numerous optimal selections for the parameter were suggested, the best choice of  remains a subject of consideration. The pure conjugacy condition adopts an exact line search for numerical experiments and convergence analysis. Though, a practical mathematical experiment implies using an inexact line search to find the step size. To avoid such drawbacks, Dai and Liao substituted the earlier conjugacy condition with an extended conjugacy condition. Therefore, this paper suggests a new hybrid CG that combines the strength of Liu and Storey and Conjugate Descent CG methods by retaining a choice of Dai-Liao parameterthat is optimal. The theoretical analysis indicated that the search direction of the new CG scheme is descent and satisfies sufficient descent condition when the iterates jam under strong Wolfe line search. The algorithm is shown to converge globally using standard assumptions. The numerical experimentation of the scheme demonstrated that the proposed method is robust and promising than some known methods applying the performance profile Dolan and Mor´e on 250 unrestricted problems.  Numerical assessment of the tested CG algorithms with sparse signal reconstruction and image restoration in compressive sensing problems, file restoration, image video coding and other applications. The result shows that these CG schemes are comparable and can be applied in different fields such as temperature, fire, seismic sensors, and humidity detectors in forests, using wireless sensor network techniques.

2021 ◽  
Vol 2 (1) ◽  
pp. 33
Author(s):  
Nasiru Salihu ◽  
Mathew Remilekun Odekunle ◽  
Also Mohammed Saleh ◽  
Suraj Salihu

Some problems have no analytical solution or too difficult to solve by scientists, engineers, and mathematicians, so the development of numerical methods to obtain approximate solutions became necessary. Gradient methods are more efficient when the function to be minimized continuously in its first derivative. Therefore, this article presents a new hybrid Conjugate Gradient (CG) method to solve unconstrained optimization problems. The method requires the first-order derivatives but overcomes the steepest descent method’s shortcoming of slow convergence and needs not to save or compute the second-order derivatives needed by the Newton method. The CG update parameter is suggested from the Dai-Liao conjugacy condition as a convex combination of Hestenes-Stiefel and Fletcher-Revees algorithms by employing an optimal modulating choice parameterto avoid matrix storage. Numerical computation adopts an inexact line search to obtain the step-size that generates a decent property, showing that the algorithm is robust and efficient. The scheme converges globally under Wolfe line search, and it’s like is suitable in compressive sensing problems and M-tensor systems.


Author(s):  
Nur Syarafina Mohamed ◽  
Mustafa Mamat ◽  
Mohd Rivaie ◽  
Shazlyn Milleana Shaharudin

One of the popular approaches in modifying the Conjugate Gradient (CG) Method is hybridization. In this paper, a new hybrid CG is introduced and its performance is compared to the classical CG method which are Rivaie-Mustafa-Ismail-Leong (RMIL) and Syarafina-Mustafa-Rivaie (SMR) methods. The proposed hybrid CG is evaluated as a convex combination of RMIL and SMR method. Their performance are analyzed under the exact line search. The comparison performance showed that the hybrid CG is promising and has outperformed the classical CG of RMIL and SMR in terms of the number of iterations and central processing unit per time.


2021 ◽  
Vol 5 (1) ◽  
pp. 47
Author(s):  
Sindy Devila ◽  
Maulana Malik ◽  
Wed Giyarti

In this paper, we propose a new hybrid coefficient of conjugate gradient method (CG) for solving unconstrained optimization model.  The new coefficient is combination of part the MMSIS (Malik et.al, 2020) and PRP (Polak, Ribi'ere \& Polyak, 1969) coefficients.  Under exact line search, the search direction of new method satisfies the sufficient descent condition and based on certain assumption, we establish the global convergence properties.  Using some test functions, numerical results show that the proposed method is more efficient than MMSIS method.  Besides, the new method can be used to solve problem in minimizing portfolio selection risk .


2021 ◽  
Vol 11 (1) ◽  
pp. 1-9
Author(s):  
Ahmed Anwer Mustafa ◽  
Salah Gazi Shareef

In this paper, a new formula of 𝛽𝑘 is suggested for the conjugate gradient method of solving unconstrained optimization problems based on three terms and step size of cubic. Our new proposed CG method has descent condition, sufficient descent condition, conjugacy condition, and global convergence properties. Numerical comparisons with two standard conjugate gradient algorithms show that this algorithm is very effective depending on the number of iterations and the number of functions evaluated.


Author(s):  
Amina Boumediene ◽  
Tahar Bechouat ◽  
Rachid Benzine ◽  
Ghania Hadji

The nonlinear Conjugate gradient method (CGM) is a very effective way in solving large-scale optimization problems. Zhang et al. proposed a new CG coefficient which is defined by [Formula: see text]. They proved the sufficient descent condition and the global convergence for nonconvex minimization in strong Wolfe line search. In this paper, we prove that this CG coefficient possesses sufficient descent conditions and global convergence properties under the exact line search.


2019 ◽  
Vol 13 (04) ◽  
pp. 2050081
Author(s):  
Badreddine Sellami ◽  
Mohamed Chiheb Eddine Sellami

In this paper, we are concerned with the conjugate gradient methods for solving unconstrained optimization problems. we propose a modified Fletcher–Reeves (abbreviated FR) [Function minimization by conjugate gradients, Comput. J. 7 (1964) 149–154] conjugate gradient algorithm satisfying a parametrized sufficient descent condition with a parameter [Formula: see text] is proposed. The parameter [Formula: see text] is computed by means of the conjugacy condition, thus an algorithm which is a positive multiplicative modification of the Hestenes and Stiefel (abbreviated HS) [Methods of conjugate gradients for solving linear systems, J. Res. Nat. Bur. Standards Sec. B 48 (1952) 409–436] algorithm is obtained, which produces a descent search direction at every iteration that the line search satisfies the Wolfe conditions. Under appropriate conditions, we show that the modified FR method with the strong Wolfe line search is globally convergent of uniformly convex functions. We also present extensive preliminary numerical experiments to show the efficiency of the proposed method.


2011 ◽  
Vol 18 (9) ◽  
pp. 1249-1253 ◽  
Author(s):  
Mehdi Dehghan ◽  
Masoud Hajarian

The conjugate gradient method is one of the most useful and the earliest-discovered techniques for solving large-scale nonlinear optimization problems. Many variants of this method have been proposed, and some are widely used in practice. In this article, we study the descent Dai–Yuan conjugate gradient method which guarantees the sufficient descent condition for any line search. With exact line search, the introduced conjugate gradient method reduces to the Dai–Yuan conjugate gradient method. Finally, a global convergence result is established when the line search fulfils the Goldstein conditions.


2018 ◽  
Vol 7 (3.28) ◽  
pp. 54
Author(s):  
Yasir Salih ◽  
Mustafa Mamat ◽  
Mohd Rivaie ◽  
Abdelrhaman Abashar ◽  
Mohamad Afendee Mohamed

Conjugate Gradient (CG) method is a very useful technique for solving large-scale nonlinear optimization problems. In this paper, we propose a new formula for 12خ²k"> , which is a hybrid of PRP and WYL methods. This method possesses sufficient descent and global convergence properties when used with exact line search. Numerical results indicate that the new formula has higher efficiency compared with other classical CG methods. 


2019 ◽  
Vol 38 (7) ◽  
pp. 227-231
Author(s):  
Huda Younus Najm ◽  
Eman T. Hamed ◽  
Huda I. Ahmed

In this study, we propose a new parameter in the conjugate gradient method. It is shown that the new method fulfils the sufficient descent condition with the strong Wolfe condition when inexact line search has been used. The numerical results of this suggested method also shown that this method outperforms to other standard conjugate gradient method.


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