Citation
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
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.
Download File
Official URL or Download Paper: http://www.m-hikari.com/ijma/ijma-2014/ijma-49-52-...
|
![[img]](http://psasir.upm.edu.my/style/images/fileicons/application_pdf.png)
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 05:10 |
| Last Modified: | 30 Nov 2017 09:46 |
| URI: | http://psasir.upm.edu.my/id/eprint/5587 |
| Statistic Details: | View Download Statistic |
Actions (login required)
 |
View Item |