A new hybrid conjugate gradient algorithm for unconstrained optimization
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Abstract:
In this paper, a new hybrid conjugate gradient algorithm is proposed for solving unconstrained optimization problems. This new method can generate sufficient descent directions unrelated to any line search. Moreover, the global convergence of the proposed method is proved under the Wolfe line search. Numerical experiments are also presented to show the efficiency of the proposed algorithm, especially for solving highly dimensional problems.
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Journal title
volume 43 issue 6
pages 2067- 2084
publication date 2017-11-30
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