Conjugate gradient and steepest descent approach on quasi-Newton search direction
An approach of using conjugate gradient and classic steepest descent search direction onto quasi-Newton search direction had been proposed in this paper and we called it as 'scaled CGSD-QN' search direction. A new coefficient formula had been successfully constructed for being used in the...
Saved in:
| Main Authors: | , , , |
|---|---|
| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2013
|
| Subjects: | |
| Online Access: | http://eprints.unisza.edu.my/199/1/FH03-FIK-15-03958.jpg http://eprints.unisza.edu.my/199/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| id |
my-unisza-ir.199 |
|---|---|
| record_format |
eprints |
| spelling |
my-unisza-ir.1992020-10-19T07:30:42Z http://eprints.unisza.edu.my/199/ Conjugate gradient and steepest descent approach on quasi-Newton search direction Mustafa, Mamat Sofi,, A.Z.M. Mohd,, I. Ibrahim,, M.A.H. TA Engineering (General). Civil engineering (General) An approach of using conjugate gradient and classic steepest descent search direction onto quasi-Newton search direction had been proposed in this paper and we called it as 'scaled CGSD-QN' search direction. A new coefficient formula had been successfully constructed for being used in the 'scaled CGSD-QN' search direction and proven here that the coefficient formula is globally converge to the minimizer. The Hessian update formula that has been used in the quasi-Newton algorithm is DFP update formula. This new search direction approach was testes with some some standard unconstrained optimization test problems and proven that this new search direction approach had positively affect quasi-Newton method by using DFP update formula. 2013 Conference or Workshop Item NonPeerReviewed image en http://eprints.unisza.edu.my/199/1/FH03-FIK-15-03958.jpg Mustafa, Mamat and Sofi,, A.Z.M. and Mohd,, I. and Ibrahim,, M.A.H. (2013) Conjugate gradient and steepest descent approach on quasi-Newton search direction. 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. |
| 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 |
| topic |
TA Engineering (General). Civil engineering (General) |
| spellingShingle |
TA Engineering (General). Civil engineering (General) Mustafa, Mamat Sofi,, A.Z.M. Mohd,, I. Ibrahim,, M.A.H. Conjugate gradient and steepest descent approach on quasi-Newton search direction |
| description |
An approach of using conjugate gradient and classic steepest descent search direction onto quasi-Newton search direction had been proposed in this paper and we called it as 'scaled CGSD-QN' search direction. A new coefficient formula had been successfully constructed for being used in the 'scaled CGSD-QN' search direction and proven here that the coefficient formula is globally converge to the minimizer. The Hessian update formula that has been used in the quasi-Newton algorithm is DFP update formula. This new search direction approach was testes with some some standard unconstrained optimization test problems and proven that this new search direction approach had positively affect quasi-Newton method by using DFP update formula. |
| format |
Conference or Workshop Item |
| author |
Mustafa, Mamat Sofi,, A.Z.M. Mohd,, I. Ibrahim,, M.A.H. |
| author_facet |
Mustafa, Mamat Sofi,, A.Z.M. Mohd,, I. Ibrahim,, M.A.H. |
| author_sort |
Mustafa, Mamat |
| title |
Conjugate gradient and steepest descent approach on quasi-Newton search direction |
| title_short |
Conjugate gradient and steepest descent approach on quasi-Newton search direction |
| title_full |
Conjugate gradient and steepest descent approach on quasi-Newton search direction |
| title_fullStr |
Conjugate gradient and steepest descent approach on quasi-Newton search direction |
| title_full_unstemmed |
Conjugate gradient and steepest descent approach on quasi-Newton search direction |
| title_sort |
conjugate gradient and steepest descent approach on quasi-newton search direction |
| publishDate |
2013 |
| url |
http://eprints.unisza.edu.my/199/1/FH03-FIK-15-03958.jpg http://eprints.unisza.edu.my/199/ |
| _version_ |
1681493200989061120 |
| score |
13.211869 |