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...

Full description

Saved in:
Bibliographic Details
Main Authors: Mustafa, Mamat, Mohd Asrul Hery, Ibrahim, Zahratul Amani, Zakaria
Format: Article
Language:English
Published: Pushpa Publishing House 2016
Subjects:
Online Access:http://eprints.unisza.edu.my/7567/1/FH02-FIK-16-06686.jpg
http://eprints.unisza.edu.my/7567/
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary: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.