Citation
Ibrahim, Mohd Asrul Hery and Mamat, Mustafa and Leong, Wah June
(2014)
BFGS method: a new search direction.
Sains Malaysiana, 43 (10).
pp. 1591-1597.
ISSN 0026-6039
Abstract
In this paper we present a new line search method known as the HBFGS method, which uses the search direction of the conjugate gradient method with the quasi-Newton updates. The Broyden-Fletcher-Goldfarb-Shanno (BFGS) update is used as approximation of the Hessian for the methods. The new algorithm is compared with the BFGS method in terms of iteration counts and CPU-time. Our numerical analysis provides strong evidence that the proposed HBFGS method is more efficient than the ordinary BFGS method. Besides, we also prove that the new algorithm is globally convergent.
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Official URL or Download Paper: http://www.ukm.my/jsm/english_journals/vol43num10_...
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Additional Metadata
| Item Type: | Article |
|---|---|
| Divisions: | Faculty of Science |
| Publisher: | Penerbit Universiti Kebangsaan Malaysia |
| Keywords: | BFGS method; Conjugate gradient method; Globally convergent; HBFGS method |
| Depositing User: | Nabilah Mustapa |
| Date Deposited: | 31 May 2015 04:18 |
| Last Modified: | 28 Sep 2017 01:56 |
| URI: | http://psasir.upm.edu.my/id/eprint/36630 |
| Statistic Details: | View Download Statistic |
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