An optimal choice Dai-Liao conjugate gradient algorithm for unconstrained optimization and portfolio selection

In this research, we propose an optimal choice for the non-negative constant in the Dai-Liao conjugate gradient formula based on the prominent Barzilai-Borwein approach by leveraging the nice features of the Frobenius matrix norm. The global convergence of the new modification is demonstrated using...

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Bibliographic Details
Published in:AIMS mathematics Vol. 9; no. 1; pp. 642 - 664
Main Authors: Sabi'u, Jamilu, Sulaiman, Ibrahim Mohammed, Kaelo, P., Malik, Maulana, Kamaruddin, Saadi Ahmad
Format: Journal Article
Language:English
Published: AIMS Press 01.01.2024
Subjects:
bb approach
descent property
global convergence
unconstrained optimization
ISSN:2473-6988, 2473-6988
Online Access:Get full text
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Summary:In this research, we propose an optimal choice for the non-negative constant in the Dai-Liao conjugate gradient formula based on the prominent Barzilai-Borwein approach by leveraging the nice features of the Frobenius matrix norm. The global convergence of the new modification is demonstrated using some basic assumptions. Numerical comparisons with similar algorithms show that the new approach is reliable in terms of the number of iterations, computing time, and function evaluations for unconstrained minimization, portfolio selection and image restoration problems.
ISSN:2473-6988
2473-6988
DOI:10.3934/math.2024034