The algorithms of Broyden-CG for unconstrained optimization problems
The conjugate gradient method plays an important role in solving large-scaled problems and the quasi-Newton method is known as the most efficient method in solving unconstrained optimization problems. Therefore, in this paper, the new hybrid method between the conjugate gradient method and the quasi...
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my-unisza-ir.56322022-09-13T05:45:23Z http://eprints.unisza.edu.my/5632/ The algorithms of Broyden-CG for unconstrained optimization problems Mustafa, Mamat Mohd Asrul Hery, Ibrahim Leong Wah, June QA75 Electronic computers. Computer science The conjugate gradient method plays an important role in solving large-scaled problems and the quasi-Newton method is known as the most efficient method in solving unconstrained optimization problems. Therefore, in this paper, the new hybrid method between the conjugate gradient method and the quasi-newton method for solving optimization problem is suggested. The Broyden family formula is used as an approximation of Hessian in the hybrid method and the quasi-Newton method. Our numerical analysis provides strong evidence that our Broyden-CG method is more efficient than the ordinary Broyden method. Furthermore, we also prove that new algorithm is globally convergent and gratify the sufficient descent condition. HIKARI Ltd. 2014 Article PeerReviewed image en http://eprints.unisza.edu.my/5632/1/FH02-FIK-15-02561.jpg Mustafa, Mamat and Mohd Asrul Hery, Ibrahim and Leong Wah, June (2014) The algorithms of Broyden-CG for unconstrained optimization problems. International Journal of Mathematical Analysis, 8 (45). pp. 2591-2600. ISSN 13128876 [P] |
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QA75 Electronic computers. Computer science Mustafa, Mamat Mohd Asrul Hery, Ibrahim Leong Wah, June The algorithms of Broyden-CG for unconstrained optimization problems |
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The conjugate gradient method plays an important role in solving large-scaled problems and the quasi-Newton method is known as the most efficient method in solving unconstrained optimization problems. Therefore, in this paper, the new hybrid method between the conjugate gradient method and the quasi-newton method for solving optimization problem is suggested. The Broyden family formula is used as an approximation of Hessian in the hybrid method and the quasi-Newton method. Our numerical analysis provides strong evidence that our Broyden-CG method is more efficient than the ordinary Broyden method. Furthermore, we also prove that new algorithm is globally convergent and gratify the sufficient descent condition. |
format |
Article |
author |
Mustafa, Mamat Mohd Asrul Hery, Ibrahim Leong Wah, June |
author_facet |
Mustafa, Mamat Mohd Asrul Hery, Ibrahim Leong Wah, June |
author_sort |
Mustafa, Mamat |
title |
The algorithms of Broyden-CG for unconstrained optimization problems |
title_short |
The algorithms of Broyden-CG for unconstrained optimization problems |
title_full |
The algorithms of Broyden-CG for unconstrained optimization problems |
title_fullStr |
The algorithms of Broyden-CG for unconstrained optimization problems |
title_full_unstemmed |
The algorithms of Broyden-CG for unconstrained optimization problems |
title_sort |
algorithms of broyden-cg for unconstrained optimization problems |
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HIKARI Ltd. |
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2014 |
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http://eprints.unisza.edu.my/5632/1/FH02-FIK-15-02561.jpg http://eprints.unisza.edu.my/5632/ |
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