The hybrid BFGS-CG method in solving unconstrained optimization problems

• Main Authors: Ibrahim, Mohd Asrul Hery, Mamat, Mustafa, Leong, Wah June
• Format: Article
• Language: English
• Published: Hindawi Publishing Corporation 2014
• Online Access: http://psasir.upm.edu.my/id/eprint/25129/1/25129.pdf; http://psasir.upm.edu.my/id/eprint/25129/; https://www.hindawi.com/journals/aaa/2014/507102/abs/
• Institution: Universiti Putra Malaysia

In solving large scale problems, the quasi-Newton method is known as the most efficient method in solving unconstrained optimization problems. Hence, a new hybrid method, known as the BFGS-CG method, has been created based on these properties, combining the search direction between conjugate gradien...