Mustafa, M. and Osman, W.F.H.W. and Ibrahim, M.A.H. (2021) New hybrid BFGS-CG method for solving unconstrained optimization. In: 1st International Recent Trends in Engineering, Advanced Computing and Technology Conference, 01-03 Dec 2020, Virtual, Online.
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Abstract
Conjugate gradient method and quasi-Newton (QN) method are both well known solvers for solving unconstrained optimization problems. In this paper, we proposed a new conjugate gradient method denoted as Wan, Asrul and Mustafa (WAM) method. This WAM method is then combined with the QN method to produce a new hybrid search direction which is QN-WAM. Based on numerical results, the proposed hybrid method proved to be more efficient compared to the original quasi-Newton method and other hybrid methods.
| Item Type: | Conference or Workshop Item (Paper) |
|---|---|
| Subjects: | Q Science > QA Mathematics Q Science > QA Mathematics > QA75 Electronic computers. Computer science |
| Divisions: | Faculty of Informatics & Computing |
| Depositing User: | Fatin Safura |
| Date Deposited: | 10 Jan 2022 08:05 |
| Last Modified: | 10 Jan 2022 08:05 |
| URI: | http://eprints.unisza.edu.my/id/eprint/4406 |
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