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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: Mustafa, Mamat, Mohd Asrul Hery, Ibrahim, June, Wah Leong
Format: Article
Language:English
English
Published: Penerbit Universiti Kebangsaan Malaysia 2014
Subjects:
QA75 Electronic computers. Computer science
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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spelling my-unisza-ir.55672022-09-13T04:33:33Z http://eprints.unisza.edu.my/5567/ BFGS method: A new search direction Mustafa, Mamat Mohd Asrul Hery, Ibrahim June, Wah Leong QA75 Electronic computers. Computer science 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 is compared with the BFGS method in terms of iteration counts and CPU-time. Our numerical analysis provides strong evidence that the proposed HBFGS method is more efcient than the ordinary BFGS method. Besides, we also prove that the new algorithm is globally convergent. Penerbit Universiti Kebangsaan Malaysia 2014-10 Article PeerReviewed image en http://eprints.unisza.edu.my/5567/1/FH02-FIK-14-01837.jpg image en http://eprints.unisza.edu.my/5567/2/FH02-FIK-15-02566.jpg Mustafa, Mamat and Mohd Asrul Hery, Ibrahim and June, Wah Leong (2014) BFGS method: A new search direction. Sains Malaysiana, 43 (10). pp. 1591-1597. ISSN 01266039
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 QA75 Electronic computers. Computer science
spellingShingle QA75 Electronic computers. Computer science
Mustafa, Mamat
Mohd Asrul Hery, Ibrahim
June, Wah Leong
BFGS method: A new search direction
description 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 is compared with the BFGS method in terms of iteration counts and CPU-time. Our numerical analysis provides strong evidence that the proposed HBFGS method is more efcient than the ordinary BFGS method. Besides, we also prove that the new algorithm is globally convergent.
format Article
author Mustafa, Mamat
Mohd Asrul Hery, Ibrahim
June, Wah Leong
author_facet Mustafa, Mamat
Mohd Asrul Hery, Ibrahim
June, Wah Leong
author_sort Mustafa, Mamat
title BFGS method: A new search direction
title_short BFGS method: A new search direction
title_full BFGS method: A new search direction
title_fullStr BFGS method: A new search direction
title_full_unstemmed BFGS method: A new search direction
title_sort bfgs method: a new search direction
publisher Penerbit Universiti Kebangsaan Malaysia
publishDate 2014
url 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/
_version_ 1744358529409482752
score 13.211869

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