The Hybrid BFGS-CG Method in Solving Unconstrained Optimization Problems
Joint Authors
Ibrahim, Mohd Asrul Hery
Leong, Wah June
Mamat, Mustafa
Source
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-6, 6 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-03-04
Country of Publication
Egypt
No. of Pages
6
Main Subjects
Abstract EN
In solving large scale problems, the quasi-Newton method is known as the most efficient method in solving unconstrained optimization problems.
Hence, a new hybrid method, known as the BFGS-CG method, has been created based on these properties, combining the search direction between conjugate gradient methods and quasi-Newton methods.
In comparison to standard BFGS methods and conjugate gradient methods, the BFGS-CG method shows significant improvement in the total number of iterations and CPU time required to solve large scale unconstrained optimization problems.
We also prove that the hybrid method is globally convergent.
American Psychological Association (APA)
Ibrahim, Mohd Asrul Hery& Mamat, Mustafa& Leong, Wah June. 2014. The Hybrid BFGS-CG Method in Solving Unconstrained Optimization Problems. Abstract and Applied Analysis،Vol. 2014, no. 2014, pp.1-6.
https://search.emarefa.net/detail/BIM-1014120
Modern Language Association (MLA)
Ibrahim, Mohd Asrul Hery…[et al.]. The Hybrid BFGS-CG Method in Solving Unconstrained Optimization Problems. Abstract and Applied Analysis No. 2014 (2014), pp.1-6.
https://search.emarefa.net/detail/BIM-1014120
American Medical Association (AMA)
Ibrahim, Mohd Asrul Hery& Mamat, Mustafa& Leong, Wah June. The Hybrid BFGS-CG Method in Solving Unconstrained Optimization Problems. Abstract and Applied Analysis. 2014. Vol. 2014, no. 2014, pp.1-6.
https://search.emarefa.net/detail/BIM-1014120
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1014120