International Journal of Industrial Optimization (IJIO)
Vol 2, No 1 (2021)

A Dai-Liao Hybrid Hestenes-Stiefel and Fletcher-Revees Methods for Unconstrained Optimization

Salihu, Nasiru (Unknown)
Odekunle, Mathew Remilekun (Unknown)
Saleh, Also Mohammed (Unknown)
Salihu, Suraj (Unknown)



Article Info

Publish Date
24 Feb 2021

Abstract

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.

Copyrights © 2021






Journal Info

Abbrev

ijio

Publisher

Subject

Decision Sciences, Operations Research & Management Engineering Industrial & Manufacturing Engineering

Description

The Journal invites original articles and not simultaneously submitted to another journal or conference. The whole spectrums of Industrial Engineering are welcome but are not limited to Metaheuristics, Simulation, Design of Experiment, Data Mining, and Production System. 1. Metaheuristics: ...