Coefficients of modified broyden method and its global convergence

In this article, a new search direction for the Broyden family method is proposed for solving unconstrained optimization problems. The new search direction is developed by using the search direction of conjugate gradient method approach. This method is popular as M-Broyden method. The suggested meth...

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主要な著者: Mustafa, Mamat, Mohd Asrul Hery, Ibrahim, Zahratul Amani, Zakaria
フォーマット: 論文
言語:English
出版事項: Pushpa Publishing House 2016
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オンライン・アクセス:http://eprints.unisza.edu.my/7567/1/FH02-FIK-16-06686.jpg
http://eprints.unisza.edu.my/7567/
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要約:In this article, a new search direction for the Broyden family method is proposed for solving unconstrained optimization problems. The new search direction is developed by using the search direction of conjugate gradient method approach. This method is popular as M-Broyden method. The suggested method has an attractive property that its search direction is sufficiently descent in every iteration. Under mild conditions, we prove that the proposed method has global convergence.