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1 Journal of Applied Mathematics and Computational Mechanics

1 2021

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A new optimization method based on Perry's idea through the use of the matrix power

Hafaidia Imane, Benrabia Noureddine, Ghiat Mourad, Guebbai Hamza

Journal of Applied Mathematics and Computational Mechanics

2021

Vol. 20, nr 4

29--41

The purpose of this paper is to present a new conjugate gradient method for solving unconstrained nonlinear optimization problems, based on Perry’s idea. An accelerated adaptive algorithm is proposed, where our search direction satisfies the sufficient descent condition. The global convergence is analyzed using the spectral analysis. The numerical results are described for a set of standard test problems, and it is shown that the performance of the proposed method is better than that of the CG-DESCENT, the mBFGS and the SPDOC.