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: | , , , |
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| Format: | Conference or Workshop Item |
| Published: |
2016
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| 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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| Summary: | 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. |
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