Comparative study of modified BFGS and new scale modified BFGS for solving unconstrained optimization / Shahirah Atikah Mohamad Husnin
Broyden-Fletcher-Goldfarb-Shanno (BFGS) is one of a well-known Quasi-Newton update formula. This method is generally considered as the most efficient method among other variable metric methods for solving unconstrained optimization problems. To improve the BFGS methods, numerous studies and modifica...
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| Format: | Thesis |
| Language: | en |
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2018
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| Online Access: | https://ir.uitm.edu.my/id/eprint/40713/1/40713.pdf https://ir.uitm.edu.my/id/eprint/40713/ |
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| _version_ | 1833066483455885312 |
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| author | Mohamad Husnin, Shahirah Atikah |
| author_facet | Mohamad Husnin, Shahirah Atikah |
| author_sort | Mohamad Husnin, Shahirah Atikah |
| building | Tun Abdul Razak Library |
| collection | Institutional Repository |
| content_provider | Universiti Teknologi Mara |
| content_source | UiTM Institutional Repository |
| continent | Asia |
| country | Malaysia |
| description | Broyden-Fletcher-Goldfarb-Shanno (BFGS) is one of a well-known Quasi-Newton update formula. This method is generally considered as the most efficient method among other variable metric methods for solving unconstrained optimization problems. To improve the BFGS methods, numerous studies and modifications have been devoted recently. In this research, the modified BFGS (mBFGS) works by Liao (1997) is scaled with a new scalar to reduce the number of iterations. A new scaled modified BFGS (smBFGS) is compared with the mBFGS in terms of iteration numbers and CPU time. These methods were tested with several selected functions by using code Maple 18 software. The numerical analysis shows a strong evidence that the smBFGS is more efficient than the mBFGS method. This indicated that the new scaled mBFGS algorithm performance is better than mBFGS algorithms. |
| format | Thesis |
| id | my.uitm.ir-40713 |
| institution | Universiti Teknologi Mara |
| language | en |
| publishDate | 2018 |
| record_format | eprints |
| spelling | my.uitm.ir-407132021-01-19T07:20:27Z https://ir.uitm.edu.my/id/eprint/40713/ Comparative study of modified BFGS and new scale modified BFGS for solving unconstrained optimization / Shahirah Atikah Mohamad Husnin Mohamad Husnin, Shahirah Atikah Equations Mathematical statistics. Probabilities Analytical methods used in the solution of physical problems Algorithms Broyden-Fletcher-Goldfarb-Shanno (BFGS) is one of a well-known Quasi-Newton update formula. This method is generally considered as the most efficient method among other variable metric methods for solving unconstrained optimization problems. To improve the BFGS methods, numerous studies and modifications have been devoted recently. In this research, the modified BFGS (mBFGS) works by Liao (1997) is scaled with a new scalar to reduce the number of iterations. A new scaled modified BFGS (smBFGS) is compared with the mBFGS in terms of iteration numbers and CPU time. These methods were tested with several selected functions by using code Maple 18 software. The numerical analysis shows a strong evidence that the smBFGS is more efficient than the mBFGS method. This indicated that the new scaled mBFGS algorithm performance is better than mBFGS algorithms. 2018-07 Thesis NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/40713/1/40713.pdf Comparative study of modified BFGS and new scale modified BFGS for solving unconstrained optimization / Shahirah Atikah Mohamad Husnin. (2018) Degree thesis, thesis, Universiti Teknologi MARA. |
| spellingShingle | Equations Mathematical statistics. Probabilities Analytical methods used in the solution of physical problems Algorithms Mohamad Husnin, Shahirah Atikah Comparative study of modified BFGS and new scale modified BFGS for solving unconstrained optimization / Shahirah Atikah Mohamad Husnin |
| title | Comparative study of modified BFGS and new scale modified BFGS for solving unconstrained optimization / Shahirah Atikah Mohamad Husnin |
| title_full | Comparative study of modified BFGS and new scale modified BFGS for solving unconstrained optimization / Shahirah Atikah Mohamad Husnin |
| title_fullStr | Comparative study of modified BFGS and new scale modified BFGS for solving unconstrained optimization / Shahirah Atikah Mohamad Husnin |
| title_full_unstemmed | Comparative study of modified BFGS and new scale modified BFGS for solving unconstrained optimization / Shahirah Atikah Mohamad Husnin |
| title_short | Comparative study of modified BFGS and new scale modified BFGS for solving unconstrained optimization / Shahirah Atikah Mohamad Husnin |
| title_sort | comparative study of modified bfgs and new scale modified bfgs for solving unconstrained optimization / shahirah atikah mohamad husnin |
| topic | Equations Mathematical statistics. Probabilities Analytical methods used in the solution of physical problems Algorithms |
| url | https://ir.uitm.edu.my/id/eprint/40713/1/40713.pdf https://ir.uitm.edu.my/id/eprint/40713/ |
| url_provider | http://ir.uitm.edu.my/ |