A modified of FR method to solve unconstrained optimization
H. A. Wasi, Mushtak A. K. Shiker
Abstract
Abstract There are many methods derived from the conjugate gradient method, the most famous of which is the FR method (Fletcher–Reeves). Most of the methods are found to solve large unconstrained optimization problems. In this paper, we made a modified to the FR method, so that it achieves better numerical results as well as the conditions of global convergence. The numerical experiment showed the efficiency and robustness of the new method.
Topics & Concepts
Conjugate gradient methodRobustness (evolution)Nonlinear conjugate gradient methodConvergence (economics)Computer scienceMathematical optimizationGradient methodMathematicsNumerical analysisAlgorithmApplied mathematicsArtificial intelligenceGradient descentArtificial neural networkMathematical analysisChemistryBiochemistryEconomic growthGeneEconomicsAdvanced Optimization Algorithms ResearchIterative Methods for Nonlinear EquationsMatrix Theory and Algorithms