BFGS method: a new search direction

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BFGS method: a new search direction

In this paper we present a new line search method known as the HBFGS method, which uses the search direction of the conjugate gradient method with the quasi-Newton updates. The Broyden-Fletcher-Goldfarb-Shanno (BFGS) update is used as approximation of the Hessian for the methods. The new algorithm i...

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Bibliographic Details
Main Authors:	Mohd. Asrul Hery Ibrahim, Mustafa Mamat, Leong, Wah June
Format:	Article
Language:	English
Published:	Universiti Kebangsaan Malaysia 2014
Online Access:	http://journalarticle.ukm.my/7823/ http://journalarticle.ukm.my/7823/1/17_Mohd_Asrul.pdf

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