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A new search direction for Broyden’s family method in solving unconstrained optimization problems

The conjugate gradient method plays an important role in solving large scale problems and the quasi-Newton method is known as the most efficient method in solving unconstrained optimization problems. Hence, in this paper, we proposed a new hybrid method between conjugate gradient method and quasi-Ne...

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Main Authors: Mohd Asrul Hery Ibrahim, Zailani Abdullah, Mohd Ashlyzan Razik, Tutut Herawan
Format: Conference or Workshop Item
Published: 2016
Online Access:http://discol.umk.edu.my/id/eprint/9201/
https://link.springer.com/book/10.1007/978-3-319-51281-5
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spelling my.umk.eprints.92012022-05-23T11:18:07Z http://discol.umk.edu.my/id/eprint/9201/ A new search direction for Broyden’s family method in solving unconstrained optimization problems Mohd Asrul Hery Ibrahim Zailani Abdullah Mohd Ashlyzan Razik Tutut Herawan The conjugate gradient method plays an important role in solving large scale problems and the quasi-Newton method is known as the most efficient method in solving unconstrained optimization problems. Hence, in this paper, we proposed a new hybrid method between conjugate gradient method and quasi-Newton method known as the CG-Broyden method. Then, the new hybrid method is compared with the quasi-Newton methods in terms of the number of iterations and CPU-time using Matlabin Windows 10 which has 4 GB RAM and running using an Intel ® Core ™ i5. Furthermore, the performance profile graphic is used to show the effectiveness of the new hybrid method.. Our numerical analysis provides strong evidence that our CG-Broyden method is more efficient than the ordinary Broyden method Besides, we also prove that the new algorithm is globally convergent. 2016-12-29 Conference or Workshop Item NonPeerReviewed Mohd Asrul Hery Ibrahim and Zailani Abdullah and Mohd Ashlyzan Razik and Tutut Herawan (2016) A new search direction for Broyden’s family method in solving unconstrained optimization problems. In: The Second International Conference on Soft Computing and Data Mining (SCDM-2016), Bandung, Indonesia, August 18-20, 2016 Proceedings, 18-20 Aug 2016, Bandung, Indonesia. https://link.springer.com/book/10.1007/978-3-319-51281-5
institution Universiti Malaysia Kelantan
building Perpustakaan Universiti Malaysia Kelantan
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Malaysia Kelantan
content_source UMK Institutional Repository
url_provider http://umkeprints.umk.edu.my/
description The conjugate gradient method plays an important role in solving large scale problems and the quasi-Newton method is known as the most efficient method in solving unconstrained optimization problems. Hence, in this paper, we proposed a new hybrid method between conjugate gradient method and quasi-Newton method known as the CG-Broyden method. Then, the new hybrid method is compared with the quasi-Newton methods in terms of the number of iterations and CPU-time using Matlabin Windows 10 which has 4 GB RAM and running using an Intel ® Core ™ i5. Furthermore, the performance profile graphic is used to show the effectiveness of the new hybrid method.. Our numerical analysis provides strong evidence that our CG-Broyden method is more efficient than the ordinary Broyden method Besides, we also prove that the new algorithm is globally convergent.
format Conference or Workshop Item
author Mohd Asrul Hery Ibrahim
Zailani Abdullah
Mohd Ashlyzan Razik
Tutut Herawan
spellingShingle Mohd Asrul Hery Ibrahim
Zailani Abdullah
Mohd Ashlyzan Razik
Tutut Herawan
A new search direction for Broyden’s family method in solving unconstrained optimization problems
author_facet Mohd Asrul Hery Ibrahim
Zailani Abdullah
Mohd Ashlyzan Razik
Tutut Herawan
author_sort Mohd Asrul Hery Ibrahim
title A new search direction for Broyden’s family method in solving unconstrained optimization problems
title_short A new search direction for Broyden’s family method in solving unconstrained optimization problems
title_full A new search direction for Broyden’s family method in solving unconstrained optimization problems
title_fullStr A new search direction for Broyden’s family method in solving unconstrained optimization problems
title_full_unstemmed A new search direction for Broyden’s family method in solving unconstrained optimization problems
title_sort new search direction for broyden’s family method in solving unconstrained optimization problems
publishDate 2016
url http://discol.umk.edu.my/id/eprint/9201/
https://link.springer.com/book/10.1007/978-3-319-51281-5
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score 13.211869

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