Mohd Asrul, Hery Ibrahim and Zahratul Amani, Zakaria and Mustafa, Mamat and Ummie Khalthum, Mohd Yusof and Azfi Zaidi, Mohammad Sofi (2017) A new search direction for broyden's family method with coefficient of conjugate gradient method in solving unconstrained optimization problems. Research Journal of Applied Sciences, 12 (1). pp. 31-36. ISSN 1993-6079
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Abstract
In this study, we present a new search direction known as the CG-Broyden method which uses the search direction of the conjugate gradient method approach in the quasi-Newton methods. The new algorithm is compared with the quasi-Newton methods in terms of the number of iterations and CPU-time. The Broyden's family method is used as as updating formula for the approximation of the Hessian for both methods. Our numerical analysis provides strong evidence that our CG-Broyden method is more efficient than the ordinary Broyden method. Besides, we also prove this the new algorithm is globally convergent.
Item Type: | Article |
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Uncontrolled Keywords: | Broyden method, CG-Broyden method, CPU time, conjugate gradient method, globally convergent |
Subjects: | Q Science > QA Mathematics > QA75 Electronic computers. Computer science |
Divisions: | Faculty of Informatics & Computing |
Depositing User: | Fatin Safura |
Date Deposited: | 21 Feb 2022 08:34 |
Last Modified: | 21 Feb 2022 08:37 |
URI: | http://eprints.unisza.edu.my/id/eprint/5593 |
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