Hybrid BFGS-ZMRI methods with global convergence properties

Abidin, Z.Z. and Aini, N. and Husin, S.F. and Rivaie, M and Mamat, M. (2018) Hybrid BFGS-ZMRI methods with global convergence properties. In: 25th National Symposium on Mathematical Sciences: Mathematical Sciences as the Core of Intellectual Excellence, SKSM 2017, 27-29 Aug 2017, Kuantan, Pahang.

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Abstract

In this paper, we focus on the steepest descent and quasi-Newton method in solving unconstrained optimization problem. Therefore, we develop a new search direction for hybrid BFGS-ZMRI method with global convergence properties. Based on the numerical result, our method shows significant improvement in the number of iteration and CPU time.

Item Type: Conference or Workshop Item (Paper)
Uncontrolled Keywords: BFGS, line search, Quasi-Newton, steepest descent, unconstrained optimization
Subjects: Q Science > QA Mathematics
Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Divisions: Faculty of Informatics & Computing
Depositing User: Muhammad Akmal Azhar
Date Deposited: 19 Nov 2020 04:57
Last Modified: 19 Nov 2020 04:59
URI: http://eprints.unisza.edu.my/id/eprint/1661

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