The CG-BFGS method for unconstrained optimization problems
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...
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my-unisza-ir.1952020-10-19T06:58:20Z http://eprints.unisza.edu.my/195/ The CG-BFGS method for unconstrained optimization problems Mustafa, Mamat Ibrahim,, M.A.H.B June,, L.W. Sofi,, A.Z.M. QA75 Electronic computers. Computer science QA76 Computer software 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 Broyden-Fletcher-Goldfarb-Shanno (BFGS) method is used as an updating formula for the approximation of the Hessian for both methods. Our numerical analysis provides strong evidence that our CG-BFGS method is more efficient than the ordinary BFGS method. Besides, we also prove that the new algorithm is globally convergent 2013 Conference or Workshop Item NonPeerReviewed image en http://eprints.unisza.edu.my/195/1/FH03-FIK-15-03960.jpg Mustafa, Mamat and Ibrahim,, M.A.H.B and June,, L.W. and Sofi,, A.Z.M. (2013) The CG-BFGS method for unconstrained optimization problems. In: 21st National Symposium on Mathematical Sciences: Germination of Mathematical Sciences Education and Research Towards Global Sustainability, SKSM 21, 6 - 8 November 2013, Penang; Malaysia. |
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QA75 Electronic computers. Computer science QA76 Computer software Mustafa, Mamat Ibrahim,, M.A.H.B June,, L.W. Sofi,, A.Z.M. The CG-BFGS method for unconstrained optimization problems |
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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 Broyden-Fletcher-Goldfarb-Shanno (BFGS) method is used as an updating formula for the approximation of the Hessian for both methods. Our numerical analysis provides strong evidence that our CG-BFGS method is more efficient than the ordinary BFGS method. Besides, we also prove that the new algorithm is globally convergent |
format |
Conference or Workshop Item |
author |
Mustafa, Mamat Ibrahim,, M.A.H.B June,, L.W. Sofi,, A.Z.M. |
author_facet |
Mustafa, Mamat Ibrahim,, M.A.H.B June,, L.W. Sofi,, A.Z.M. |
author_sort |
Mustafa, Mamat |
title |
The CG-BFGS method for unconstrained optimization problems |
title_short |
The CG-BFGS method for unconstrained optimization problems |
title_full |
The CG-BFGS method for unconstrained optimization problems |
title_fullStr |
The CG-BFGS method for unconstrained optimization problems |
title_full_unstemmed |
The CG-BFGS method for unconstrained optimization problems |
title_sort |
cg-bfgs method for unconstrained optimization problems |
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2013 |
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http://eprints.unisza.edu.my/195/1/FH03-FIK-15-03960.jpg http://eprints.unisza.edu.my/195/ |
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1681493200400809984 |