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1860797488475144192
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INTELEK Repository
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Online Access
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https://intelek.unisza.edu.my/intelek/pages/search.php?search=!collection407072
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2016-05-04 08:09:37
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Restricted Document
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12937
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UniSZA
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[1] N. Andrei, An unconstrained optimization test functions collection, Adv. Model. Optim. 10(1) (2008), 147-161. [2] L. Armijo, Minimization of functions having Lipschitz continuous partial derivatives, Pacific J. Math. 16(1) (1966), 1-3. [3] Y.-H. Dai, Convergence properties of the BFGS algorithm, SIAM J. Optim. 13(3) (2002), 693-702. [4] E. D. Dolan and J. J. Moré, Benchmarking optimization software with performance profiles, Math. Program. 91(2) (2002), 201-213. doi: 10.1007/ s101070100263 [5] L. Han and M. Neumann, Combining quasi-Newton and Cauchy directions, Int. J. Appl. Math. 12(2) (2003), 167-191. [6] M. A. H. Ibrahim, M. Mamat and L. W. June, BFGS method: a new search direction, Sains Malaysiana 43(10) (2014a), 1591-1597. [7] M. A. H. Ibrahim, M. Mamat and L. W. June, The hybrid BFGS-CG method in solving unconstrained optimization problems, Abstract and Applied Analysis, Vol. 2014, Article ID 507102, 2014, 6 pages. doi: 10.1155/2014/507102 [8] M. Mamat, I. Mohd, L. W. June and Y. Dasril, Hybrid Broyden method for unconstrained optimization, Int. J. Numer. Meth. Appl. 1(2) (2009), 121-130. [9] W. F. Mascarenhas, The BFGS method with exact line searches fails for non-convex objective functions, Math. Program. 99(1) (2004), 49-61. doi: 10.1007 /s10107-003-0421-7 [10] J. J. More, B. S. Garbow and K. E. Hillstrom, Testing unconstrained optimization software, ACM Trans. Math. Softw. 7(1) (1981), 17-41. doi: 10.1145/355934. 355936 [11] J. Nocedal and S. J. Wright, Numerical Optimization, Springer, 2006. [12] G. Yuan and Z. Wei, Convergence analysis of a modified BFGS method on convex minimizations, Comput. Optim. Appl. 47(2) (2010), 237-255. doi: 10.1007 /s10589-008-9219-0
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7244-01-FH02-FIK-16-05763.jpg
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norman
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oai_dc
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https://intelek.unisza.edu.my/intelek/pages/view.php?ref=12937
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12937 https://intelek.unisza.edu.my/intelek/pages/view.php?ref=12937 https://intelek.unisza.edu.my/intelek/pages/search.php?search=!collection407072 Restricted Document Article Journal image/jpeg inches 96 96 norman 99 99 1421 772 2016-05-04 08:09:37 1421x772 7244-01-FH02-FIK-16-05763.jpg UniSZA Private Access The scaling of hybrid method in solving unconstrained optimization method Far East Journal of Mathematical Sciences In this paper, the solution of unconstrained optimization problems has been suggested by using scaling of BFGS-SD method. This method is globally convergent with inexact line searches for general convex functions. The number of iterations and CPU-time of this method has been compared with those of the original BFGS method. © 2016 Pushpa Publishing House, Allahabad, India. 99 7 Pushpa Publishing House Pushpa Publishing House 983-991 [1] N. Andrei, An unconstrained optimization test functions collection, Adv. Model. Optim. 10(1) (2008), 147-161. [2] L. Armijo, Minimization of functions having Lipschitz continuous partial derivatives, Pacific J. Math. 16(1) (1966), 1-3. [3] Y.-H. Dai, Convergence properties of the BFGS algorithm, SIAM J. Optim. 13(3) (2002), 693-702. [4] E. D. Dolan and J. J. Moré, Benchmarking optimization software with performance profiles, Math. Program. 91(2) (2002), 201-213. doi: 10.1007/ s101070100263 [5] L. Han and M. Neumann, Combining quasi-Newton and Cauchy directions, Int. J. Appl. Math. 12(2) (2003), 167-191. [6] M. A. H. Ibrahim, M. Mamat and L. W. June, BFGS method: a new search direction, Sains Malaysiana 43(10) (2014a), 1591-1597. [7] M. A. H. Ibrahim, M. Mamat and L. W. June, The hybrid BFGS-CG method in solving unconstrained optimization problems, Abstract and Applied Analysis, Vol. 2014, Article ID 507102, 2014, 6 pages. doi: 10.1155/2014/507102 [8] M. Mamat, I. Mohd, L. W. June and Y. Dasril, Hybrid Broyden method for unconstrained optimization, Int. J. Numer. Meth. Appl. 1(2) (2009), 121-130. [9] W. F. Mascarenhas, The BFGS method with exact line searches fails for non-convex objective functions, Math. Program. 99(1) (2004), 49-61. doi: 10.1007 /s10107-003-0421-7 [10] J. J. More, B. S. Garbow and K. E. Hillstrom, Testing unconstrained optimization software, ACM Trans. Math. Softw. 7(1) (1981), 17-41. doi: 10.1145/355934. 355936 [11] J. Nocedal and S. J. Wright, Numerical Optimization, Springer, 2006. [12] G. Yuan and Z. Wei, Convergence analysis of a modified BFGS method on convex minimizations, Comput. Optim. Appl. 47(2) (2010), 237-255. doi: 10.1007 /s10589-008-9219-0
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| spellingShingle |
The scaling of hybrid method in solving unconstrained optimization method
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| summary |
In this paper, the solution of unconstrained optimization problems has been suggested by using scaling of BFGS-SD method. This method is globally convergent with inexact line searches for general convex functions. The number of iterations and CPU-time of this method has been compared with those of the original BFGS method. © 2016 Pushpa Publishing House, Allahabad, India.
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| title |
The scaling of hybrid method in solving unconstrained optimization method
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| title_full |
The scaling of hybrid method in solving unconstrained optimization method
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| title_fullStr |
The scaling of hybrid method in solving unconstrained optimization method
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| title_full_unstemmed |
The scaling of hybrid method in solving unconstrained optimization method
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| title_short |
The scaling of hybrid method in solving unconstrained optimization method
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| title_sort |
scaling of hybrid method in solving unconstrained optimization method
|