A new multi-step gradient method for optimization problem
1st Regional Conference on Applied and Engineering Mathematics (RCAEM-I) 2010 organized by Universiti Malaysia Perlis (UniMAP) and co-organized by Universiti Sains Malaysia (USM) & Universiti Kebangsaan Malaysia (UKM), 2nd - 3rd June 2010 at Eastern & Oriental Hotel, Penang.
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Universiti Malaysia Perlis (UniMAP)
2010
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my.unimap-102542010-11-23T01:35:46Z A new multi-step gradient method for optimization problem Mahboubeh, Farid Wah, June Leong Malik, Abu Hassan mahboubeh_farid@yahoo.com Unconstrained optimization Diagonal updating Barzilai Borwein method Regional Conference on Applied and Engineering Mathematics (RCAEM) 1st Regional Conference on Applied and Engineering Mathematics (RCAEM-I) 2010 organized by Universiti Malaysia Perlis (UniMAP) and co-organized by Universiti Sains Malaysia (USM) & Universiti Kebangsaan Malaysia (UKM), 2nd - 3rd June 2010 at Eastern & Oriental Hotel, Penang. In this paper, we propose a new multi-step quasi- Newton method for solving unconstrained optimization problem. Our new gradient method is a in the frame of Barzilai and Borwein method. A multi step method is used to improve an accuracy of Hessian approximation which is in a diagonal matrix form. By incorporating a simple monotone strategy, the global convergence of our new method is achieved. Numerical results show the superiority of proposed method in compare with the BB method. 2010-11-23T01:35:46Z 2010-11-23T01:35:46Z 2010-06-02 Working Paper Vol.3(4), p.294-297 http://hdl.handle.net/123456789/10254 en Proceedings of the 1st Regional Conference on Applied and Engineering Mathematics (RCAEM-I) 2010 Universiti Malaysia Perlis (UniMAP) Institut Matematik Kejuruteraan |
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Unconstrained optimization Diagonal updating Barzilai Borwein method Regional Conference on Applied and Engineering Mathematics (RCAEM) |
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Unconstrained optimization Diagonal updating Barzilai Borwein method Regional Conference on Applied and Engineering Mathematics (RCAEM) Mahboubeh, Farid Wah, June Leong Malik, Abu Hassan A new multi-step gradient method for optimization problem |
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1st Regional Conference on Applied and Engineering Mathematics (RCAEM-I) 2010 organized by Universiti Malaysia Perlis (UniMAP) and co-organized by Universiti Sains Malaysia (USM) & Universiti Kebangsaan Malaysia (UKM), 2nd - 3rd June 2010 at Eastern & Oriental Hotel, Penang. |
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mahboubeh_farid@yahoo.com |
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mahboubeh_farid@yahoo.com Mahboubeh, Farid Wah, June Leong Malik, Abu Hassan |
format |
Working Paper |
author |
Mahboubeh, Farid Wah, June Leong Malik, Abu Hassan |
author_sort |
Mahboubeh, Farid |
title |
A new multi-step gradient method for optimization problem |
title_short |
A new multi-step gradient method for optimization problem |
title_full |
A new multi-step gradient method for optimization problem |
title_fullStr |
A new multi-step gradient method for optimization problem |
title_full_unstemmed |
A new multi-step gradient method for optimization problem |
title_sort |
new multi-step gradient method for optimization problem |
publisher |
Universiti Malaysia Perlis (UniMAP) |
publishDate |
2010 |
url |
http://dspace.unimap.edu.my/xmlui/handle/123456789/10254 |
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1643789795487383552 |
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13.18916 |