Hybrid DFP-CG method for solving unconstrained optimization problems

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building INTELEK Repository
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collectionurl https://intelek.unisza.edu.my/intelek/pages/search.php?search=!collection407072
date 2017-10-17 14:26:06
eventvenue Vistana City Centre Kuantan, Pahang
format Restricted Document
id 6864
institution UniSZA
originalfilename 1475-01-FH03-FIK-17-10493.jpg
person norman
recordtype oai_dc
resourceurl https://intelek.unisza.edu.my/intelek/pages/view.php?ref=6864
spelling 6864 https://intelek.unisza.edu.my/intelek/pages/view.php?ref=6864 https://intelek.unisza.edu.my/intelek/pages/search.php?search=!collection407072 Restricted Document Conference Conference Paper image/jpeg inches 96 96 norman 726 16 16 1437 2017-10-17 14:26:06 1437x726 1475-01-FH03-FIK-17-10493.jpg UniSZA Private Access Hybrid DFP-CG method for solving unconstrained optimization problems The conjugate gradient (CG) method and quasi-Newton method are both well known method for solving unconstrained optimization method. In this paper, we proposed a new method by combining the search direction between conjugate gradient method and quasi-Newton method based on BFGS-CG method developed by Ibrahim et al. The Davidon-Fletcher-Powell (DFP) update formula is used as an approximation of Hessian for this new hybrid algorithm. Numerical result showed that the new algorithm perform well than the ordinary DFP method and proven to posses both sufficient descent and global convergence properties. 1st International Conference on Applied and Industrial Mathematics and Statistics 2017, ICoAIMS 2017; Vistana City Centre Kuantan, Pahang
spellingShingle Hybrid DFP-CG method for solving unconstrained optimization problems
summary The conjugate gradient (CG) method and quasi-Newton method are both well known method for solving unconstrained optimization method. In this paper, we proposed a new method by combining the search direction between conjugate gradient method and quasi-Newton method based on BFGS-CG method developed by Ibrahim et al. The Davidon-Fletcher-Powell (DFP) update formula is used as an approximation of Hessian for this new hybrid algorithm. Numerical result showed that the new algorithm perform well than the ordinary DFP method and proven to posses both sufficient descent and global convergence properties.
title Hybrid DFP-CG method for solving unconstrained optimization problems
title_full Hybrid DFP-CG method for solving unconstrained optimization problems
title_fullStr Hybrid DFP-CG method for solving unconstrained optimization problems
title_full_unstemmed Hybrid DFP-CG method for solving unconstrained optimization problems
title_short Hybrid DFP-CG method for solving unconstrained optimization problems
title_sort hybrid dfp-cg method for solving unconstrained optimization problems