Quasi-convex combination of three conjugate gradient directions

This research work introduces a novel hybrid conjugate gradient algorithm that combines three descent directions, namely [Formula: see text], [Formula: see text], and [Formula: see text], in a quasi-convex manner. The algorithm aims to construct a direction that closely approximates the Newton direction using the secant equation. To ensure convergence, appropriate hybridization parameters are determined, which not only approximate the Newton direction but also remain bounded. The descent property of the algorithm has been proven, and its global convergence has been demonstrated. Experimental results confirm the efficiency of our new algorithm, surpassing the (DY), (HS), (DL) algorithms in many cases.

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Publication Details

Journal
Asian-European Journal of Mathematics
Published
2024-12-27
DOI
https://doi.org/10.1142/s1793557124501468
Primary Topic
Point processes and geometric inequalities
Type
article
Field-Weighted Citation Impact
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article

Quasi-convex combination of three conjugate gradient directions

Naima Hamel, Noureddine Benrabia, Mourad Ghiat, Hamza Guebbaï
Asian-European Journal of Mathematics
Point processes and geometric inequalities
article

Quasi-convex combination of three conjugate gradient directions

Naima Hamel, Noureddine Benrabia, Mourad Ghiat, Hamza Guebbaï
article en

Abstract

This research work introduces a novel hybrid conjugate gradient algorithm that combines three descent directions, namely [Formula: see text], [Formula: see text], and [Formula: see text], in a quasi-convex manner. The algorithm aims to construct a direction that closely approximates the Newton direction using the secant equation. To ensure convergence, appropriate hybridization parameters are determined, which not only approximate the Newton direction but also remain bounded. The descent property of the algorithm has been proven, and its global convergence has been demonstrated. Experimental results confirm the efficiency of our new algorithm, surpassing the (DY), (HS), (DL) algorithms in many cases.

Asian-European Journal of MathematicsVol. 18(06)
Mohamed-Cherif Messaadia University (DZ), University of Algiers Benyoucef Benkhedda (DZ), University of Guelma (DZ), University of Algiers 3 (DZ)
Climate action
Openalex Percentile: Top 60%
Point processes and geometric inequalities
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