New hybrid BFGS-CG method for solving unconstrained optimization

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.

[img] Text
Restricted to Registered users only

Download (217kB)


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

Actions (login required)

View Item View Item