A hybrid FR-DY conjugate gradient algorithm for unconstrained optimization with application in portfolio selection

DOI10.3934/math.2021383zbMath1484.90138OpenAlexW3155416702MaRDI QIDQ2133373

Maulana Malik, Auwal Bala Abubakar, Parin Chaipunya, Abdulkarim Hassan Ibrahim, Poom Kumam

Publication date: 29 April 2022

Published in: AIMS Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/math.2021383

zbMATH Keywords

unconstrained optimizationglobal convergenceportfolio selectionhybrid three-term conjugate gradient method

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Numerical optimization and variational techniques (65K10) Methods of quasi-Newton type (90C53) Portfolio theory (91G10)

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Uses Software

• CUTEr

Cites Work

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