Citation
Ibrahim, Mohd Asrul Hery and Mamat, Mustafa and Leong, Wah June
(2014)
The hybrid BFGS-CG method in solving unconstrained optimization problems.
Abstract and Applied Analysis, 2014.
art. no. 507102.
pp. 1-6.
ISSN 1085-3375; ESSN: 1687-0409
Abstract
In solving large scale problems, the quasi-Newton method is known as the most efficient method in solving unconstrained optimization problems. Hence, a new hybrid method, known as the BFGS-CG method, has been created based on these properties, combining the search direction between conjugate gradient methods and quasi-Newton methods. In comparison to standard BFGS methods and conjugate gradient methods, the BFGS-CG method shows significant improvement in the total number of iterations and CPU time required to solve large scale unconstrained optimization problems. We also prove that the hybrid method is globally convergent.
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Additional Metadata
| Item Type: | Article |
|---|---|
| Divisions: | Faculty of Science |
| DOI Number: | https://doi.org/10.1155/2014/507102 |
| Publisher: | Hindawi Publishing Corporation |
| Keywords: | Unconstrained optimization problems; BFGS-CG method |
| Depositing User: | Nabilah Mustapa |
| Date Deposited: | 19 Jul 2013 07:57 |
| Last Modified: | 27 Nov 2017 02:01 |
| Altmetrics: | http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1155/2014/507102 |
| URI: | http://psasir.upm.edu.my/id/eprint/25129 |
| Statistic Details: | View Download Statistic |
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