Mustafa, Mamat and Wan Osman, W.F.H and Hery Ibrahim, M.A (2017) Hybrid DFP-CG method for solving unconstrained optimization problems. In: 1st International Conference on Applied and Industrial Mathematics and Statistics 2017, ICoAIMS 2017;, 8-10 August 2017, Vistana City CentreKuantan, Pahang;.
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Abstract
The conjugate gradient (CG) method and quasi-Newton method are both well known method for solving unconstrained optimization method. In this paper, we proposed a new method by combining the search direction between conjugate gradient method and quasi-Newton method based on BFGS-CG method developed by Ibrahim et al. The Davidon-Fletcher-Powell (DFP) update formula is used as an approximation of Hessian for this new hybrid algorithm. Numerical result showed that the new algorithm perform well than the ordinary DFP method and proven to posses both sufficient descent and global convergence properties.
| Item Type: | Conference or Workshop Item (Paper) |
|---|---|
| Subjects: | H Social Sciences > HA Statistics Q Science > QA Mathematics |
| Divisions: | Faculty of Informatics & Computing |
| Depositing User: | Muhammad Akmal Azhar |
| Date Deposited: | 17 Nov 2020 02:00 |
| Last Modified: | 17 Nov 2020 02:00 |
| URI: | http://eprints.unisza.edu.my/id/eprint/1475 |
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