The hybrid BFGS-CG method in solving unconstrained optimization problems
In solving large scale problems, the quasi-Newton method is known as the most efficient method in solving unconstrained optimization problems. Hence, a new hybrid method, known as the BFGS-CG method, has been created based on these properties, combining the search direction between conjugate gradien...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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Hindawi Publishing Corporation
2014
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| Online Access: | http://psasir.upm.edu.my/id/eprint/25129/ http://psasir.upm.edu.my/id/eprint/25129/1/25129.pdf |
| _version_ | 1848845224693989376 |
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| author | Ibrahim, Mohd Asrul Hery Mamat, Mustafa Leong, Wah June |
| author_facet | Ibrahim, Mohd Asrul Hery Mamat, Mustafa Leong, Wah June |
| author_sort | Ibrahim, Mohd Asrul Hery |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | In solving large scale problems, the quasi-Newton method is known as the most efficient method in solving unconstrained optimization problems. Hence, a new hybrid method, known as the BFGS-CG method, has been created based on these properties, combining the search direction between conjugate gradient methods and quasi-Newton methods. In comparison to standard BFGS methods and conjugate gradient methods, the BFGS-CG method shows significant improvement in the total number of iterations and CPU time required to solve large scale unconstrained optimization problems. We also prove that the hybrid method is globally convergent. |
| first_indexed | 2025-11-15T08:43:25Z |
| format | Article |
| id | upm-25129 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T08:43:25Z |
| publishDate | 2014 |
| publisher | Hindawi Publishing Corporation |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-251292017-11-27T02:01:14Z http://psasir.upm.edu.my/id/eprint/25129/ The hybrid BFGS-CG method in solving unconstrained optimization problems Ibrahim, Mohd Asrul Hery Mamat, Mustafa Leong, Wah June In solving large scale problems, the quasi-Newton method is known as the most efficient method in solving unconstrained optimization problems. Hence, a new hybrid method, known as the BFGS-CG method, has been created based on these properties, combining the search direction between conjugate gradient methods and quasi-Newton methods. In comparison to standard BFGS methods and conjugate gradient methods, the BFGS-CG method shows significant improvement in the total number of iterations and CPU time required to solve large scale unconstrained optimization problems. We also prove that the hybrid method is globally convergent. Hindawi Publishing Corporation 2014 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/25129/1/25129.pdf Ibrahim, Mohd Asrul Hery and Mamat, Mustafa and Leong, Wah June (2014) The hybrid BFGS-CG method in solving unconstrained optimization problems. Abstract and Applied Analysis, 2014. art. no. 507102. pp. 1-6. ISSN 1085-3375; ESSN: 1687-0409 https://www.hindawi.com/journals/aaa/2014/507102/abs/ 10.1155/2014/507102 |
| spellingShingle | Ibrahim, Mohd Asrul Hery Mamat, Mustafa Leong, Wah June The hybrid BFGS-CG method in solving unconstrained optimization problems |
| title | The hybrid BFGS-CG method in solving unconstrained optimization problems |
| title_full | The hybrid BFGS-CG method in solving unconstrained optimization problems |
| title_fullStr | The hybrid BFGS-CG method in solving unconstrained optimization problems |
| title_full_unstemmed | The hybrid BFGS-CG method in solving unconstrained optimization problems |
| title_short | The hybrid BFGS-CG method in solving unconstrained optimization problems |
| title_sort | hybrid bfgs-cg method in solving unconstrained optimization problems |
| url | http://psasir.upm.edu.my/id/eprint/25129/ http://psasir.upm.edu.my/id/eprint/25129/ http://psasir.upm.edu.my/id/eprint/25129/ http://psasir.upm.edu.my/id/eprint/25129/1/25129.pdf |