A Hybrid of Quasi-Newton Method with CG Method for Unconstrained Optimization

Mustafa, Mamat and Aini, N. and Rivaie, M and Sulaiman, I.M (2019) A Hybrid of Quasi-Newton Method with CG Method for Unconstrained Optimization. In: A Hybrid of Quasi-Newton Method with CG Method for Unconstrained Optimization, 23 July 2019, The Zenith Hotel Kuantan, Pahang; Malaysia.

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Abstract

The quasi-Newton is a well-known method for solving small to medium-scale unconstrained optimization problems due to its simplicity and convergence. This leads to many modifications to improve its performance, and one of them is by hybridizing it with another optimization method. In this study , the quasi-Newton method is combined with the ARM method, which is a type of conjugate gradient method. The resulting hybrid algorithm is globally convergent under exact line search

Item Type: Conference or Workshop Item (Paper)
Uncontrolled Keywords: Exact line searches, Globally convergent, Hybrid algorithms, Optimization method, Quasi-Newton, Quasi-Newton methods, Unconstrained optimization, Unconstrained optimization problems
Subjects: Q Science > QA Mathematics
Divisions: Faculty of Informatics & Computing
Depositing User: Muhammad Akmal Azhar
Date Deposited: 24 Nov 2020 06:17
Last Modified: 24 Nov 2020 06:17
URI: http://eprints.unisza.edu.my/id/eprint/1921

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