A generalized Dai-Liao type CG-method with a new monotone line search for unconstrained optimization

Rana Z. Al-Kawaz, Abbas Y. Al-Bayati

Abstract


In this paper, we presented two developments, the first deals with generalizing the modernization of the damped Dai-Liao formula in an optimized manner. The second development is by suggesting a monotone line search formula for our new algorithms. These new algorithms with the new monotone line search yielded good numerical results when compared to the standard Dai-Liao (DL) and minimum description length (MDL) algorithms. Through several theorems, the new algorithms proved to have a faster convergence to reach the optimum point. These comparisons are drawn in the results section for the tools (Iter, Eval-F, Time) which are a comprehensive measure of the efficiency of the new algorithms with the basic algorithms that we used in the paper.

Keywords


Dai-Liao CG-method; global convergence property; large-scale; monotone line search; optimum point;

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DOI: http://doi.org/10.12928/telkomnika.v21i3.21685

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TELKOMNIKA Telecommunication, Computing, Electronics and Control
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