A Descent Generalized RMIL Spectral Gradient Algorithm for Optimization Problems

• Published in: International journal of applied mathematics and computer science Vol. 34; no. 2; pp. 225 - 233
• Main Authors: Sulaiman, Ibrahim M., Kaelo, P., Khalid, Ruzelan, Nawawi, Mohd Kamal M.
• Format: Journal Article
• Language: English
• Published: Sciendo 01.06.2024
• Subjects: global convergence; line search strategy; optimization models; spectral CG algorithm

This study develops a new conjugate gradient (CG) search direction that incorporates a well defined spectral parameter while the step size is required to satisfy the famous strong Wolfe line search (SWP) strategy. The proposed spectral direction is derived based on a recent method available in the l...