A NEW WEIGHTED CONJUGATE GRADIENT METHOD
Issam A.R. Moghrabi
MBA Office/M.I.S. Department
College of Business Administration
Gulf University for Science and Technology (GUST)
P.O. Box 7207, Hawally 32093, KUWAIT
Abstract. A new weighted multi-update conjugate gradient method is proposed for unconstrained optimization which is considered as memoryless variable metric methods. It is derived for inexact line searches and evaluated numerically against Shanno's two memoryless quasi-Newton methods. The numerical results indicate that, in general, the new method is numerically superior to Shanno's methods.
AMS Subject classification: 65K10
Keywords and phrases: unconstrained optimization, conjugate gradient methods, variable metric methods, multiple update methods


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DOI: 10.12732/ijam.v26i4.1

Volume: 26
Issue: 4
Year: 2013