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Another Conjugate Gradient Algorithm based on Spectral-scaled Memoryless BFGS Update

by I. A. Osinuga, Y. N. Nwodo
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International Journal of Computer Applications
Foundation of Computer Science (FCS), NY, USA
Volume 176 - Number 35
Year of Publication: 2020
Authors: I. A. Osinuga, Y. N. Nwodo
10.5120/ijca2020920440

I. A. Osinuga, Y. N. Nwodo . Another Conjugate Gradient Algorithm based on Spectral-scaled Memoryless BFGS Update. International Journal of Computer Applications. 176, 35 ( Jul 2020), 40-45. DOI=10.5120/ijca2020920440

@article{ 10.5120/ijca2020920440,
author = { I. A. Osinuga, Y. N. Nwodo },
title = { Another Conjugate Gradient Algorithm based on Spectral-scaled Memoryless BFGS Update },
journal = { International Journal of Computer Applications },
issue_date = { Jul 2020 },
volume = { 176 },
number = { 35 },
month = { Jul },
year = { 2020 },
issn = { 0975-8887 },
pages = { 40-45 },
numpages = {9},
url = { https://ijcaonline.org/archives/volume176/number35/31429-2020920440/ },
doi = { 10.5120/ijca2020920440 },
publisher = {Foundation of Computer Science (FCS), NY, USA},
address = {New York, USA}
}
%0 Journal Article
%1 2024-02-07T00:44:16.851022+05:30
%A I. A. Osinuga
%A Y. N. Nwodo
%T Another Conjugate Gradient Algorithm based on Spectral-scaled Memoryless BFGS Update
%J International Journal of Computer Applications
%@ 0975-8887
%V 176
%N 35
%P 40-45
%D 2020
%I Foundation of Computer Science (FCS), NY, USA
Abstract

In this study, we present another modification of a scaled three-term conjugate gradient (CG) algorithm. The proposed method incorporates the BFGS updating scheme of the inverse Hessian approximation within the frame of a memoryless quasi-Newton approach. In this case, the inverse Hessian approximation is restarted as a multiple of identity matrix with a spectral scaling parameter at every iteration. Under standard Wolfe line search, numerical results from an implementation of the proposed method indicate that the method is promising and competitive when subjected to comparison with other state-of-the art similar algorithms available in literature utilizing performance profiles of Dolan and More.

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Index Terms

Computer Science
Information Sciences

Keywords

Unconstrained optimization conjugate gradient method spectral-scaled memoryless BFGS numerical comparisons

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