The algorithms of Broyden-CG for unconstrained optimization problems

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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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

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