BFGS method: A new search direction
In this paper we present a new line search method known as the HBFGS method, which uses the search direction of the conjugate gradient method with the quasi-Newton updates. The Broyden-Fletcher-Goldfarb-Shanno (BFGS) update is used as approximation of the Hessian for the methods. The new algorithm i...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2014
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| Subjects: | |
| Online Access: | http://eprints.unisza.edu.my/5567/1/FH02-FIK-14-01837.jpg http://eprints.unisza.edu.my/5567/2/FH02-FIK-15-02566.jpg http://eprints.unisza.edu.my/5567/ |
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