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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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Main Authors: Mustafa, Mamat, Mohd Asrul Hery, Ibrahim, Leong Wah, June
Format: Article
Language:English
Published: HIKARI Ltd. 2014
Subjects:
QA75 Electronic computers. Computer science
Online Access:http://eprints.unisza.edu.my/5632/1/FH02-FIK-15-02561.jpg
http://eprints.unisza.edu.my/5632/
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spelling 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]
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 QA75 Electronic computers. Computer science
spellingShingle QA75 Electronic computers. Computer science
Mustafa, Mamat
Mohd Asrul Hery, Ibrahim
Leong Wah, June
The algorithms of Broyden-CG for unconstrained optimization problems
description 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
publisher HIKARI Ltd.
publishDate 2014
url http://eprints.unisza.edu.my/5632/1/FH02-FIK-15-02561.jpg
http://eprints.unisza.edu.my/5632/
_version_ 1744358533570232320
score 13.211869

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