Fletcher reeves like cg formula approach on broyden family update

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date 2015-10-26 11:02:01
eventvenue Kuala Lumpur, Malaysia
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id 6656
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spelling 6656 https://intelek.unisza.edu.my/intelek/pages/view.php?ref=6656 https://intelek.unisza.edu.my/intelek/pages/search.php?search=!collection407072 Restricted Document Conference Conference Paper UniSZA Unisza unisza image/jpeg inches 96 96 2015-10-26 11:02:01 788 1426x788 1426 93 93 0197-01-FH03-FIK-15-03959.jpg UniSZA Private Access Fletcher reeves like cg formula approach on broyden family update The Broyden family update in quasi-Newton method is known as one of the most efficient update method in solving unconstrained optimization. However, by using the standard search direction, sometimes the algorithm may lead to the failure for some complicated problems and this scenario worsen when the cases of the initial points selected are far away from the minimizer. To overcome this scenario, we proposed a new search direction by using the Fletcher Reeves formula in the conjugate gradient method to be fit with the new search direction. We proved that this new search direction globally converge and positively affect the Broyden family update in quasi-Newton method. 3rd International Conference on Mathematical Sciences, ICMS 2013 Kuala Lumpur, Malaysia
spellingShingle Fletcher reeves like cg formula approach on broyden family update
summary The Broyden family update in quasi-Newton method is known as one of the most efficient update method in solving unconstrained optimization. However, by using the standard search direction, sometimes the algorithm may lead to the failure for some complicated problems and this scenario worsen when the cases of the initial points selected are far away from the minimizer. To overcome this scenario, we proposed a new search direction by using the Fletcher Reeves formula in the conjugate gradient method to be fit with the new search direction. We proved that this new search direction globally converge and positively affect the Broyden family update in quasi-Newton method.
title Fletcher reeves like cg formula approach on broyden family update
title_full Fletcher reeves like cg formula approach on broyden family update
title_fullStr Fletcher reeves like cg formula approach on broyden family update
title_full_unstemmed Fletcher reeves like cg formula approach on broyden family update
title_short Fletcher reeves like cg formula approach on broyden family update
title_sort fletcher reeves like cg formula approach on broyden family update