In this paper, by linearly combining the numerator and denominator terms of Dai-Liao (DL) Bamigbola-Ali-Nwaeze (BAN) conjugate gradient methods (CGMs), a general form DL-BAN method has been proposed. From form, new hybrid CGM, which was found to possess sufficient descent property is generated. Numerical experiment carried out on CGM in comparison with four existing CGMs, using some set large s...

A two-phase descent direction method for unconstrained stochastic optimization problem is proposed. A line search method with an arbitrary descent direction is used to determine the step sizes during the initial phase, and the second phase performs the stochastic approximation (SA) step sizes. The almost sure convergence of the proposed method is established, under standard assumption for desce...

We study the problem of minimizing the sum of a smooth convex function and a convex blockseparable regularizer and propose a new randomized coordinate descent method, which we call ALPHA. Our method at every iteration updates a random subset of coordinates, following an arbitrary distribution. No coordinate descent methods capable to handle an arbitrary sampling have been studied in the literat...