Osman, W.F.H.W and Ibrahim, M.A.H. and Mamat, M. (2018) A new search direction of DFP-CG method for solving unconstrained optimization problems. 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
The conjugate gradient (CG) and Davidon, Fletcher and Powell (DFP) method are both well known solvers for solving unconstrained optimization problems. In this paper, we proposed a new hybrid DFP-CG method and compared with the ordinary DFP method in terms of number of iteration and CPU times. Numerical results show that the new algorithm is more efficient compared to the ordinary DFP method and proven to posses both sufficient descent and global convergence properties.
| Item Type: | Conference or Workshop Item (Paper) |
|---|---|
| Uncontrolled Keywords: | Conjugate gradient, DFP method, exact line, 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 06:12 |
| Last Modified: | 19 Nov 2020 06:12 |
| URI: | http://eprints.unisza.edu.my/id/eprint/1664 |
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