New Parameter of CG-Method for Unconstrained Optimization

Abstract

In this paper, we derived a new parameter by equating the modified QN direction which is suggested by [7] and the standard CG method which satisfied the sufficient descent condition and the global convergence under some assumptions. The numerical experiment of the new algorithm perform better than previous standard algorithm depending on the number of calling the function (NOF) and number of iterations (NOI).

Keywords

• cg-method
• qn-direction
• global convergence