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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 경남대학교 기초과학연구소 Nonlinear Functional Analysis and Applications Nonlinear Functional Analysis and Applications Vol.26 No.4
- 발행연도
- 2021.12
- 수록면
- 811 - 837 (27page)
- DOI
- 10.22771/nfaa.2021.26.04.10
이용수
초록· 키워드
오류제보하기
In this paper, we propose a new conjugate gradient method for solving unconstrained optimization models. By using exact and strong Wolfe line searches, the proposed method possesses the sufficient descent condition and global convergence properties. Numerical results show that the proposed method is efficient at small, medium, and large dimensions for the given test functions. In addition, the proposed method was applied to solve practical application problems in portfolio selection.
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참고문헌 (43)
참고문헌 신청
A.B. Abubakar / 2019 / Global convergence via descent modified three-term conjugate gradient projection algorithm with applications to signal recovery / Results Appl. Math 4:100069
A. B. Abubakar / 2021 / A hybrid FR-DY conjugate gradient algorithm for unconstrained optimization with application in portfolio selection / AIMS Mathematics 6(6):6506~6527
M. Al-Baali / 1985 / Descent property and global convergence of the Fletcher-Reeves method with inexact line search / IMA J. Numer. Anal 5(1):121~124
N. Andrei / 2008 / An Unconstrained Optimization Test Functions Collection / Adv. Model. Optim 10(1):147~161
L. Armijo / 1966 / Minimization of functions having Lipschitz continuous first partial derivatives / Pacific J. Math 16(1):1~3
A. B. Abubakar / 2021 / A hybrid FR-DY conjugate gradient algorithm for unconstrained optimization with application in portfolio selection / AIMS Mathematics 6(6):6506~6527
M. Al-Baali / 1985 / Descent property and global convergence of the Fletcher-Reeves method with inexact line search / IMA J. Numer. Anal 5(1):121~124
N. Andrei / 2008 / An Unconstrained Optimization Test Functions Collection / Adv. Model. Optim 10(1):147~161
L. Armijo / 1966 / Minimization of functions having Lipschitz continuous first partial derivatives / Pacific J. Math 16(1):1~3
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