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The CG-BFGS method for unconstrained optimization problems

In this paper we present a new search direction known as the CG-BFGS method, which uses the search direction of the conjugate gradient method approach in the quasi-Newton methods. The new algorithm is compared with the quasi-Newton methods in terms of the number of iterations and CPU-time. The Broy...

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Main Authors: Mustafa, Mamat, Ibrahim,, M.A.H.B, June,, L.W., Sofi,, A.Z.M.
Format: Conference or Workshop Item
Language:English
Published: 2013
Subjects:
QA75 Electronic computers. Computer science
QA76 Computer software
Online Access:http://eprints.unisza.edu.my/195/1/FH03-FIK-15-03960.jpg
http://eprints.unisza.edu.my/195/
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spelling my-unisza-ir.1952020-10-19T06:58:20Z http://eprints.unisza.edu.my/195/ The CG-BFGS method for unconstrained optimization problems Mustafa, Mamat Ibrahim,, M.A.H.B June,, L.W. Sofi,, A.Z.M. QA75 Electronic computers. Computer science QA76 Computer software In this paper we present a new search direction known as the CG-BFGS method, which uses the search direction of the conjugate gradient method approach in the quasi-Newton methods. The new algorithm is compared with the quasi-Newton methods in terms of the number of iterations and CPU-time. The Broyden-Fletcher-Goldfarb-Shanno (BFGS) method is used as an updating formula for the approximation of the Hessian for both methods. Our numerical analysis provides strong evidence that our CG-BFGS method is more efficient than the ordinary BFGS method. Besides, we also prove that the new algorithm is globally convergent 2013 Conference or Workshop Item NonPeerReviewed image en http://eprints.unisza.edu.my/195/1/FH03-FIK-15-03960.jpg Mustafa, Mamat and Ibrahim,, M.A.H.B and June,, L.W. and Sofi,, A.Z.M. (2013) The CG-BFGS method for unconstrained optimization problems. In: 21st National Symposium on Mathematical Sciences: Germination of Mathematical Sciences Education and Research Towards Global Sustainability, SKSM 21, 6 - 8 November 2013, Penang; Malaysia.
institution Universiti Sultan Zainal Abidin
building UNISZA Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Sultan Zainal Abidin
content_source UNISZA Institutional Repository
url_provider https://eprints.unisza.edu.my/
language English
topic QA75 Electronic computers. Computer science
QA76 Computer software
spellingShingle QA75 Electronic computers. Computer science
QA76 Computer software
Mustafa, Mamat
Ibrahim,, M.A.H.B
June,, L.W.
Sofi,, A.Z.M.
The CG-BFGS method for unconstrained optimization problems
description In this paper we present a new search direction known as the CG-BFGS method, which uses the search direction of the conjugate gradient method approach in the quasi-Newton methods. The new algorithm is compared with the quasi-Newton methods in terms of the number of iterations and CPU-time. The Broyden-Fletcher-Goldfarb-Shanno (BFGS) method is used as an updating formula for the approximation of the Hessian for both methods. Our numerical analysis provides strong evidence that our CG-BFGS method is more efficient than the ordinary BFGS method. Besides, we also prove that the new algorithm is globally convergent
format Conference or Workshop Item
author Mustafa, Mamat
Ibrahim,, M.A.H.B
June,, L.W.
Sofi,, A.Z.M.
author_facet Mustafa, Mamat
Ibrahim,, M.A.H.B
June,, L.W.
Sofi,, A.Z.M.
author_sort Mustafa, Mamat
title The CG-BFGS method for unconstrained optimization problems
title_short The CG-BFGS method for unconstrained optimization problems
title_full The CG-BFGS method for unconstrained optimization problems
title_fullStr The CG-BFGS method for unconstrained optimization problems
title_full_unstemmed The CG-BFGS method for unconstrained optimization problems
title_sort cg-bfgs method for unconstrained optimization problems
publishDate 2013
url http://eprints.unisza.edu.my/195/1/FH03-FIK-15-03960.jpg
http://eprints.unisza.edu.my/195/
_version_ 1681493200400809984
score 13.211869

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