On the Application of Three-Term Conjugate Gradient Method in Regression Analysis

Abstract

Conjugate gradient methods have played a useful and powerful role for solving large-scale optimization problems which has become more interesting and essential in many disciplines such as in engineering, statistics, physical sciences, social and behavioral sciences among others. In this paper, we present an application of a proposed three-term conjugate gradient method in regression analysis. Numerical experiments show that the proposed method is promising and superior to many well-known conjugate gradient methods in terms of efficiency and robustness.