A Switching Criterion in Hybrid Quasi-Newton BFGS - Steepest Descent Direction

Abu Hassan, Malik and Monsi, Mansor and Leong, Wah June (1999) A Switching Criterion in Hybrid Quasi-Newton BFGS - Steepest Descent Direction. Pertanika Journal of Science & Technology, 7 (2). pp. 111-123. ISSN 0128-7680

[img] PDF
2743Kb

Abstract

Two modified methods for unconstrained optimization are presented. The methods employ a hybrid descent direction strategy which uses a linear convex combination of quasi-Newton BFGS and steepest descent as search direction. A switching criterion is derived based on the First and Second order Kuhn-Tucker condition. The switching criterion can be viewed as a way to change between quasi-Newton and steepest descent step by matching the Kuhn-Tucker condition. This is to ensure that no potential feasible moves away from the current descent step to the other one that reduced the value of the objective function. Numerical results are also presented, which suggest that an improvement has been achieved compared with the BFGS algorithm.

Item Type:Article
Keyword:Unconstrained optimization, quasi-Newton BFGS, steepest descent, Switching criteria, First and Second order Kuhn-Tucker condition
Faculty or Institute:Faculty of Environmental Studies
Publisher:Universiti Putra Malaysia Press
ID Code:3467
Deposited By: Nur Izzati Mohd Zaki
Deposited On:26 Nov 2009 04:17
Last Modified:27 May 2013 07:08

Repository Staff Only: Edit item detail

Document Download Statistics

This item has been downloaded for since 26 Nov 2009 04:17.

View statistics for "A Switching Criterion in Hybrid Quasi-Newton BFGS - Steepest Descent Direction"


Universiti Putra Malaysia Institutional Repository

Universiti Putra Malaysia Institutional Repository is an on-line digital archive that serves as a central collection and storage of scientific information and research at the Universiti Putra Malaysia.

Currently, the collections deposited in the IR consists of Master and PhD theses, Master and PhD Project Report, Journal Articles, Journal Bulletins, Conference Papers, UPM News, Newspaper Cuttings, Patents and Inaugural Lectures.

As the policy of the university does not permit users to view thesis in full text, access is only given to the first 24 pages only.