Application of spectral conjugate gradient methods for solving unconstrained optimization problems

Abstract

Conjugate gradient (CG) methods are among the most efficient numerical methodsfor solving unconstrained optimization problems. This is due to their simplicty andless computational cost in solving large-scale nonlinear problems. In this paper,we proposed some spectral CG methods using the classical CG search direction.The proposed methods are applied to real-life problems in regression analysis.Their convergence proof was establised under exact line search. Numerical resultshas shown that the proposed methods are efficient and promising.