BFGS method: A new search direction

Mustafa, Mamat and Mohd Asrul Hery, Ibrahim and June, Wah Leong (2014) BFGS method: A new search direction. Sains Malaysiana, 43 (10). pp. 1591-1597. ISSN 01266039

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In this paper we present a new line search method known as the HBFGS method, which uses the search direction of the conjugate gradient method with the quasi-Newton updates. The Broyden-Fletcher-Goldfarb-Shanno (BFGS) update is used as approximation of the Hessian for the methods. The new algorithm is compared with the BFGS method in terms of iteration counts and CPU-time. Our numerical analysis provides strong evidence that the proposed HBFGS method is more efcient than the ordinary BFGS method. Besides, we also prove that the new algorithm is globally convergent.

Item Type: Article
Uncontrolled Keywords: BFGS method; conjugate gradient method; globally convergent; HBFGS method
Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Divisions: Faculty of Informatics & Computing
Depositing User: Syahmi Manaf
Date Deposited: 13 Sep 2022 04:33
Last Modified: 13 Sep 2022 04:33

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