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A new search direction of DFP-CG method for solving unconstrained optimization problems

The conjugate gradient (CG) and Davidon, Fletcher and Powell (DFP) method are both well known solvers for solving unconstrained optimization problems. In this paper, we proposed a new hybrid DFP-CG method and compared with the ordinary DFP method in terms of number of iteration and CPU times. Num...

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Main Authors: Osman, W.F.H.W, Ibrahim, M.A.H., Mamat, M.
Format: Conference or Workshop Item
Language:English
English
Published: 2018
Subjects:
QA Mathematics
QA75 Electronic computers. Computer science
Online Access:http://eprints.unisza.edu.my/1664/1/FH03-FIK-18-14473.jpg
http://eprints.unisza.edu.my/1664/2/FH03-FIK-18-16990.pdf
http://eprints.unisza.edu.my/1664/
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spelling my-unisza-ir.16642020-11-19T06:12:45Z http://eprints.unisza.edu.my/1664/ A new search direction of DFP-CG method for solving unconstrained optimization problems Osman, W.F.H.W Ibrahim, M.A.H. Mamat, M. QA Mathematics QA75 Electronic computers. Computer science The conjugate gradient (CG) and Davidon, Fletcher and Powell (DFP) method are both well known solvers for solving unconstrained optimization problems. In this paper, we proposed a new hybrid DFP-CG method and compared with the ordinary DFP method in terms of number of iteration and CPU times. Numerical results show that the new algorithm is more efficient compared to the ordinary DFP method and proven to posses both sufficient descent and global convergence properties. 2018 Conference or Workshop Item NonPeerReviewed image en http://eprints.unisza.edu.my/1664/1/FH03-FIK-18-14473.jpg text en http://eprints.unisza.edu.my/1664/2/FH03-FIK-18-16990.pdf Osman, W.F.H.W and Ibrahim, M.A.H. and Mamat, M. (2018) A new search direction of DFP-CG method for solving unconstrained optimization problems. In: 25th National Symposium on Mathematical Sciences: Mathematical Sciences as the Core of Intellectual Excellence, SKSM 2017;, 27-29 Aug 2017, Kuantan, Pahang.
institution Universiti Sultan Zainal Abidin
building UNISZA Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Sultan Zainal Abidin
content_source UNISZA Institutional Repository
url_provider https://eprints.unisza.edu.my/
language English
English
topic QA Mathematics
QA75 Electronic computers. Computer science
spellingShingle QA Mathematics
QA75 Electronic computers. Computer science
Osman, W.F.H.W
Ibrahim, M.A.H.
Mamat, M.
A new search direction of DFP-CG method for solving unconstrained optimization problems
description The conjugate gradient (CG) and Davidon, Fletcher and Powell (DFP) method are both well known solvers for solving unconstrained optimization problems. In this paper, we proposed a new hybrid DFP-CG method and compared with the ordinary DFP method in terms of number of iteration and CPU times. Numerical results show that the new algorithm is more efficient compared to the ordinary DFP method and proven to posses both sufficient descent and global convergence properties.
format Conference or Workshop Item
author Osman, W.F.H.W
Ibrahim, M.A.H.
Mamat, M.
author_facet Osman, W.F.H.W
Ibrahim, M.A.H.
Mamat, M.
author_sort Osman, W.F.H.W
title A new search direction of DFP-CG method for solving unconstrained optimization problems
title_short A new search direction of DFP-CG method for solving unconstrained optimization problems
title_full A new search direction of DFP-CG method for solving unconstrained optimization problems
title_fullStr A new search direction of DFP-CG method for solving unconstrained optimization problems
title_full_unstemmed A new search direction of DFP-CG method for solving unconstrained optimization problems
title_sort new search direction of dfp-cg method for solving unconstrained optimization problems
publishDate 2018
url http://eprints.unisza.edu.my/1664/1/FH03-FIK-18-14473.jpg
http://eprints.unisza.edu.my/1664/2/FH03-FIK-18-16990.pdf
http://eprints.unisza.edu.my/1664/
_version_ 1684657733918261248
score 13.211869

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