The CG-BFGS method for unconstrained optimization problems

• Main Authors: Mustafa, Mamat, Ibrahim,, M.A.H.B, June,, L.W., Sofi,, A.Z.M.
• Format: Conference or Workshop Item
• Language: English
• Published: 2013
• Subjects: QA75 Electronic computers. Computer science; QA76 Computer software
• Online Access: http://eprints.unisza.edu.my/195/1/FH03-FIK-15-03960.jpg; http://eprints.unisza.edu.my/195/
• Institution: Universiti Sultan Zainal Abidin

In this paper we present a new search direction known as the CG-BFGS 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 Broy...