ANOTHER HYBRID CONJUGATE GRADIENT METHOD FOR UNCONSTRAINED OPTIMIZATION PROBLEMS

Authors

  • M. Koontse University of Botswana, Department of Mathematics, Private Bag UB00704, Gaborone, Botswana
  • P. Kaelo University of Botswana, Department of Mathematics, Private Bag UB00704, Gaborone, Botswana

Abstract

Conjugate gradient method is one of the most useful method for solving large scale unconstrained optimization problems. In this article a new hybrid conjugate gradient method that satisfies the descent condition independently of the line searches is proposed. In particular, it is a hybrid of the Fletcher-Reeves~($\beta_k^{FR}$) and Polak-Ribiere-Polyak~($\beta_k^{PRP}$) methods. Convergence analysis of the new method is presented. Numerical results of the method show that the proposed hybrid algorithm is just as competitive.

Author Biography

P. Kaelo, University of Botswana, Department of Mathematics, Private Bag UB00704, Gaborone, Botswana

Lecturer at Department of Mathematics, University of Botswana.

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Published

2015-01-28

How to Cite

Koontse, M., & Kaelo, P. (2015). ANOTHER HYBRID CONJUGATE GRADIENT METHOD FOR UNCONSTRAINED OPTIMIZATION PROBLEMS. Journal of Nonlinear Analysis and Optimization: Theory & Applications, 5(2), 127-137. Retrieved from http://www.math.sci.nu.ac.th/ojs302/index.php/jnao/article/view/322

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Section

Research Article