Inicio  /  Algorithms  /  Vol: 14 Par: 8 (2021)  /  Artículo
ARTÍCULO
TITULO

A Modified Liu and Storey Conjugate Gradient Method for Large Scale Unconstrained Optimization Problems

Zabidin Salleh    
Ghaliah Alhamzi    
Ibitsam Masmali and Ahmad Alhawarat    

Resumen

The conjugate gradient method is one of the most popular methods to solve large-scale unconstrained optimization problems since it does not require the second derivative, such as Newton?s method or approximations. Moreover, the conjugate gradient method can be applied in many fields such as neural networks, image restoration, etc. Many complicated methods are proposed to solve these optimization functions in two or three terms. In this paper, we propose a simple, easy, efficient, and robust conjugate gradient method. The new method is constructed based on the Liu and Storey method to overcome the convergence problem and descent property. The new modified method satisfies the convergence properties and the sufficient descent condition under some assumptions. The numerical results show that the new method outperforms famous CG methods such as CG-Descent 5.3, Liu and Storey, and Dai and Liao. The numerical results include the number of iterations and CPU time.

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