A Conjugate Gradient Method for Nonlinear Programming Problems using Caputo Fractional Gradients

Fuente: arXiv
Gespeichert in:
Bibliographische Detailangaben
Hauptverfasser: Shawa, Barsha, Ansary, Md Abu Talhamainuddin
Format: Preprint
Veröffentlicht: 2025
Schlagworte:
Online-Zugang:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
_version_ 1866911328088621056
author Shawa, Barsha
Ansary, Md Abu Talhamainuddin
author_facet Shawa, Barsha
Ansary, Md Abu Talhamainuddin
contents The article proposes a Caputo fractional conjugate gradient (CFCG) method for unconstrained optimization problems which is applicable to smooth as well as non-smooth problmes. The proposed method uses a non-adaptive version of the Caputo fractional derivative that provides integer-order derivatives information. A descent direction is obtained using the Caputo fractional gradients of two consecutive iterative points with a parameter ($β$). An inexact line search technique based on Armijo-Wolfe line conditions is used to find a suitable step length. Finally, a descent sequence is generated. The convergence results are derived under mild assumptions that ensuring of convergence is at least linear. Moreover, the convergence of the proposed method for quadratic functions is established through a Tikhonov-regularized formulation that can be interpreted as an extension of the least-squares approach. Finally, some numerical experiments, including neural network applications, are performed to justify that the proposed method achieves faster and more stable performance.
format Preprint
id arxiv_https___arxiv_org_abs_2512_17634
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle A Conjugate Gradient Method for Nonlinear Programming Problems using Caputo Fractional Gradients
Shawa, Barsha
Ansary, Md Abu Talhamainuddin
Optimization and Control
26A33, 90C52, 65K10, 49M05
The article proposes a Caputo fractional conjugate gradient (CFCG) method for unconstrained optimization problems which is applicable to smooth as well as non-smooth problmes. The proposed method uses a non-adaptive version of the Caputo fractional derivative that provides integer-order derivatives information. A descent direction is obtained using the Caputo fractional gradients of two consecutive iterative points with a parameter ($β$). An inexact line search technique based on Armijo-Wolfe line conditions is used to find a suitable step length. Finally, a descent sequence is generated. The convergence results are derived under mild assumptions that ensuring of convergence is at least linear. Moreover, the convergence of the proposed method for quadratic functions is established through a Tikhonov-regularized formulation that can be interpreted as an extension of the least-squares approach. Finally, some numerical experiments, including neural network applications, are performed to justify that the proposed method achieves faster and more stable performance.
title A Conjugate Gradient Method for Nonlinear Programming Problems using Caputo Fractional Gradients
topic Optimization and Control
26A33, 90C52, 65K10, 49M05
url https://arxiv.org/abs/2512.17634