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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2018
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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. |
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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 |
13.250246 |