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Three-Term of New Conjugate Gradient Projection Approach under Wolfe Condition to Solve Unconstrained Optimization Problems


M.M. Mahdi and M.A.K. Shiker
Abstract

The conjugate gradient projection method is an important and efficient method to find the minimum value of the function for unconstrained optimization problems. In this work, we suggested a new three-term gradient projection technique with a nice descent property. In our technique, we mixed some conjugate gradient algorithms and projection techniques to solve a large scale of unconstrained optimization problems due to a limited memory. Under the Wolfe condition, we established the global convergent with some mild assumptions. The numerical results and performance profile indicate that the new formula is competitive.

Volume 12 | Issue 7

Pages: 788-795

DOI: 10.5373/JARDCS/V12I7/20202063