Comparison between BZAU, SRMI and MRM Conjugate Gradient Methods in Minimization Problems

Nurul Akmal Mohamed

Abstract

The conjugate gradient method is one of the best methods that can be used to solve nonlinear unconstrained optimization problems. This method has gained the interest of researchers and has expanded rapidly. There are many versions of the conjugate gradient method. Each version claims to be ecient. In this paper, we make the comparison among three versions of the conjugate gradient method (MRM, SRMI and BZAU) by using exact line search. The methods were tested in terms of number of iteration and CPU time using 20 standard test functions. The result showed that MRM is the most ecient followed by BZAU and then SRMI. However, BZAU successfully found all the minimizers of the test functions whereas both SRMI and MRM failed at least once. In order to test the robustness of the methods, extensive tests are required.

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