Mustafa, Mamat and Mohd Asrul Hery, Ibrahim and Leong Wah, June (2014) The algorithms of Broyden-CG for unconstrained optimization problems. International Journal of Mathematical Analysis, 8 (45). pp. 2591-2600. ISSN 13128876 [P]
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Abstract
The conjugate gradient method plays an important role in solving large-scaled problems and the quasi-Newton method is known as the most efficient method in solving unconstrained optimization problems. Therefore, in this paper, the new hybrid method between the conjugate gradient method and the quasi-newton method for solving optimization problem is suggested. The Broyden family formula is used as an approximation of Hessian in the hybrid method and the quasi-Newton method. Our numerical analysis provides strong evidence that our Broyden-CG method is more efficient than the ordinary Broyden method. Furthermore, we also prove that new algorithm is globally convergent and gratify the sufficient descent condition.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Broyden method, conjugate gradient method, search direction, global convergent |
| Subjects: | Q Science > QA Mathematics > QA75 Electronic computers. Computer science |
| Divisions: | Faculty of Informatics & Computing |
| Depositing User: | Syahmi Manaf |
| Date Deposited: | 13 Sep 2022 05:45 |
| Last Modified: | 13 Sep 2022 05:45 |
| URI: | http://eprints.unisza.edu.my/id/eprint/5632 |
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