Affiliation:
1. Department of Mathematics, Universitas Gadjah Mada Yogyakarta 55281, INDONESIA
Abstract
The conjugate gradient method is a simple way to get a solution of optimization problems without constraints. In this work, we offer a conjugate gradient method algorithm using AMRI parameter where the step of length is decided by an exact line search. The proposed algorithm accomplishes the condition of sufficiently descent and globally convergence with several assumptions. Computation results prove that the modified method is effective.
Publisher
World Scientific and Engineering Academy and Society (WSEAS)