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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| Format: | Article |
| Language: | English |
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Penerbit Universiti Kebangsaan Malaysia
2014
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| Online Access: | http://psasir.upm.edu.my/id/eprint/36630/ http://psasir.upm.edu.my/id/eprint/36630/1/BFGS%20method.pdf |
| _version_ | 1848848386631925760 |
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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 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 is compared with the BFGS method in terms of iteration counts and CPU-time. Our numerical analysis provides strong evidence that the proposed HBFGS method is more efficient than the ordinary BFGS method. Besides, we also prove that the new algorithm is globally convergent. |
| first_indexed | 2025-11-15T09:33:41Z |
| format | Article |
| id | upm-36630 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T09:33:41Z |
| publishDate | 2014 |
| publisher | Penerbit Universiti Kebangsaan Malaysia |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-366302017-09-28T01:56:36Z http://psasir.upm.edu.my/id/eprint/36630/ BFGS method: a new search direction Ibrahim, Mohd Asrul Hery Mamat, Mustafa Leong, Wah June 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 is compared with the BFGS method in terms of iteration counts and CPU-time. Our numerical analysis provides strong evidence that the proposed HBFGS method is more efficient than the ordinary BFGS method. Besides, we also prove that the new algorithm is globally convergent. Penerbit Universiti Kebangsaan Malaysia 2014 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/36630/1/BFGS%20method.pdf Ibrahim, Mohd Asrul Hery and Mamat, Mustafa and Leong, Wah June (2014) BFGS method: a new search direction. Sains Malaysiana, 43 (10). pp. 1591-1597. ISSN 0026-6039 http://www.ukm.my/jsm/english_journals/vol43num10_2014/contentsVol43num10_2014.html |
| spellingShingle | Ibrahim, Mohd Asrul Hery Mamat, Mustafa Leong, Wah June BFGS method: a new search direction |
| title | BFGS method: a new search direction |
| title_full | BFGS method: a new search direction |
| title_fullStr | BFGS method: a new search direction |
| title_full_unstemmed | BFGS method: a new search direction |
| title_short | BFGS method: a new search direction |
| title_sort | bfgs method: a new search direction |
| url | http://psasir.upm.edu.my/id/eprint/36630/ http://psasir.upm.edu.my/id/eprint/36630/ http://psasir.upm.edu.my/id/eprint/36630/1/BFGS%20method.pdf |