In this paper, we proposed a new hybrid conjugate gradient algorithm for solving unconstrained optimization problems as a convex combination of the Dai-Yuan algorithm, conjugate-descent algorithm, and Hestenes-Stiefel algorithm. This new algorithm is globally convergent and satisfies the sufficient descent condition by using the strong Wolfe conditions. The numerical results show that the proposed nonlinear hybrid conjugate gradient algorithm is efficient and robust.
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Keywords: Unconstrained optimization problem, hybrid conjugate gradient method, strong Wolfe line search, sufficient descent condition
@article{RO_2022__56_6_4047_0,
author = {Hallal, Amina and Belloufi, Mohammed and Sellami, Badreddine},
title = {An efficient new hybrid {CG-method} as convex combination of {DY} and {CD} and {HS} algorithms},
journal = {RAIRO. Operations Research},
pages = {4047--4056},
year = {2022},
publisher = {EDP-Sciences},
volume = {56},
number = {6},
doi = {10.1051/ro/2022200},
language = {en},
url = {https://www.numdam.org/articles/10.1051/ro/2022200/}
}
TY - JOUR AU - Hallal, Amina AU - Belloufi, Mohammed AU - Sellami, Badreddine TI - An efficient new hybrid CG-method as convex combination of DY and CD and HS algorithms JO - RAIRO. Operations Research PY - 2022 SP - 4047 EP - 4056 VL - 56 IS - 6 PB - EDP-Sciences UR - https://www.numdam.org/articles/10.1051/ro/2022200/ DO - 10.1051/ro/2022200 LA - en ID - RO_2022__56_6_4047_0 ER -
%0 Journal Article %A Hallal, Amina %A Belloufi, Mohammed %A Sellami, Badreddine %T An efficient new hybrid CG-method as convex combination of DY and CD and HS algorithms %J RAIRO. Operations Research %D 2022 %P 4047-4056 %V 56 %N 6 %I EDP-Sciences %U https://www.numdam.org/articles/10.1051/ro/2022200/ %R 10.1051/ro/2022200 %G en %F RO_2022__56_6_4047_0
Hallal, Amina; Belloufi, Mohammed; Sellami, Badreddine. An efficient new hybrid CG-method as convex combination of DY and CD and HS algorithms. RAIRO. Operations Research, Tome 56 (2022) no. 6, pp. 4047-4056. doi: 10.1051/ro/2022200
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