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The algorithms of Broyden-CG for unconstrained optimization problems


Ibrahim, Mohd Asrul Hery and Mamat, Mustafa and Leong, Wah June and Mohammad Sofi, Azfi Zaidi (2014) The algorithms of Broyden-CG for unconstrained optimization problems. International Journal of Mathematical Analysis, 8 (52). pp. 2591-2600. ISSN 1312-8876; ESSN: 1314-7579

Abstract / Synopsis

The conjugate gradient method plays an important role in solving large-scaled problems and the quasi-Newton method is known as the most efficient method in solving unconstrained optimization problems. Therefore, in this paper, the new hybrid method between the conjugate gradient method and the quasi-newton method for solving optimization problem is suggested. The Broyden family formula is used as an approximation of Hessian in the hybrid method and the quasi-Newton method. Our numerical analysis provides strong evidence that our Broyden-CG method is more efficient than the ordinary Broyden method. Furthermore, we also prove that new algorithm is globally convergent and gratify the sufficient descent condition.

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Additional Metadata

Item Type: Article
Divisions: Faculty of Science
Publisher: Hikari
Keywords: Broyden method; Conjugate gradient method; Search direction; Global convergent
Depositing User: Nabilah Mustapa
Date Deposited: 14 Apr 2010 13:10
Last Modified: 30 Nov 2017 17:46
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