A new search direction for broyden's family method with coefficient of conjugate gradient method in solving unconstrained optimization problems

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Format: Restricted Document
_version_ 1860797097675063296
building INTELEK Repository
caption Research Journal of Applied Sciences
collection Online Access
collectionurl https://intelek.unisza.edu.my/intelek/pages/search.php?search=!collection407072
date 2017-04-19 10:51:03
format Restricted Document
id 11362
institution UniSZA
originalfilename 5593-01-FH02-FIK-18-12304.pdf
person Mohd Asrul Hery Ibrahim
Zahratul Amani Zakaria
Mustafa Mamat
Ummie Khalthum Mohd Yusof and Azfi Zaidi Mohammad Sofi
recordtype oai_dc
resourceurl https://intelek.unisza.edu.my/intelek/pages/view.php?ref=11362
spelling 11362 https://intelek.unisza.edu.my/intelek/pages/view.php?ref=11362 https://intelek.unisza.edu.my/intelek/pages/search.php?search=!collection407072 Restricted Document Article Journal application/pdf 6 1.6 Adobe Acrobat Pro DC 20 Paper Capture Plug-in Mohd Asrul Hery Ibrahim Zahratul Amani Zakaria Mustafa Mamat Ummie Khalthum Mohd Yusof and Azfi Zaidi Mohammad Sofi 2017-04-19 10:51:03 Research Journal of Applied Sciences Broyden method CG-Broyden method CPU time conjugate gradient method globally convergent Broyden method CG-Broyden method CPU time conjugate gradient method globally convergent 5593-01-FH02-FIK-18-12304.pdf UniSZA Private Access A new search direction for broyden's family method with coefficient of conjugate gradient method in solving unconstrained optimization problems Research Journal of Applied Sciences In this study, we present a new search direction known as the CG-Broyden 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's family method is used as as updating formula for the approximation of the Hessian for both methods. Our numerical analysis provides strong evidence that our CG-Broyden method is more efficient than the ordinary Broyden method. Besides, we also prove this the new algorithm is globally convergent. 12 1 31-36
spellingShingle A new search direction for broyden's family method with coefficient of conjugate gradient method in solving unconstrained optimization problems
subject Broyden method
CG-Broyden method
CPU time
conjugate gradient method
globally convergent
summary In this study, we present a new search direction known as the CG-Broyden 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's family method is used as as updating formula for the approximation of the Hessian for both methods. Our numerical analysis provides strong evidence that our CG-Broyden method is more efficient than the ordinary Broyden method. Besides, we also prove this the new algorithm is globally convergent.
title A new search direction for broyden's family method with coefficient of conjugate gradient method in solving unconstrained optimization problems
title_full A new search direction for broyden's family method with coefficient of conjugate gradient method in solving unconstrained optimization problems
title_fullStr A new search direction for broyden's family method with coefficient of conjugate gradient method in solving unconstrained optimization problems
title_full_unstemmed A new search direction for broyden's family method with coefficient of conjugate gradient method in solving unconstrained optimization problems
title_short A new search direction for broyden's family method with coefficient of conjugate gradient method in solving unconstrained optimization problems
title_sort new search direction for broyden's family method with coefficient of conjugate gradient method in solving unconstrained optimization problems