Hybrid BFGS-ZMRI methods with global convergence properties
In this paper, we focus on the steepest descent and quasi-Newton method in solving unconstrained optimization problem. Therefore, we develop a new search direction for hybrid BFGS-ZMRI method with global convergence properties. Based on the numerical result, our method shows significant improveme...
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Main Authors: | , , , , |
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Format: | Conference or Workshop Item |
Language: | English English |
Published: |
2018
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Subjects: | |
Online Access: | http://eprints.unisza.edu.my/1661/1/FH03-FIK-18-14482.jpg http://eprints.unisza.edu.my/1661/2/FH03-FIK-18-16989.pdf http://eprints.unisza.edu.my/1661/ |
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Summary: | In this paper, we focus on the steepest descent and quasi-Newton method in solving unconstrained
optimization problem. Therefore, we develop a new search direction for hybrid BFGS-ZMRI method
with global convergence properties. Based on the numerical result, our method shows significant
improvement in the number of iteration and CPU time. |
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