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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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/ http://journalarticle.ukm.my/7823/1/17_Mohd_Asrul.pdf

id	ukm-7823
recordtype	eprints
spelling	ukm-78232016-12-14T06:45:18Z http://journalarticle.ukm.my/7823/ BFGS method: a new search direction Mohd. Asrul Hery Ibrahim, Mustafa Mamat, 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. Universiti Kebangsaan Malaysia 2014-10 Article PeerReviewed application/pdf en http://journalarticle.ukm.my/7823/1/17_Mohd_Asrul.pdf Mohd. Asrul Hery Ibrahim, and Mustafa Mamat, and Leong, Wah June (2014) BFGS method: a new search direction. Sains Malaysiana, 43 (10). pp. 1591-1597. ISSN 0126-6039 http://www.ukm.my/jsm/
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Kebangasaan Malaysia
building	UKM Institutional Repository
collection	Online Access
language	English
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.
format	Article
author	Mohd. Asrul Hery Ibrahim, Mustafa Mamat, Leong, Wah June
spellingShingle	Mohd. Asrul Hery Ibrahim, Mustafa Mamat, Leong, Wah June BFGS method: a new search direction
author_facet	Mohd. Asrul Hery Ibrahim, Mustafa Mamat, Leong, Wah June
author_sort	Mohd. Asrul Hery Ibrahim,
title	BFGS method: a new search direction
title_short	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_sort	bfgs method: a new search direction
publisher	Universiti Kebangsaan Malaysia
publishDate	2014
url	http://journalarticle.ukm.my/7823/ http://journalarticle.ukm.my/7823/ http://journalarticle.ukm.my/7823/1/17_Mohd_Asrul.pdf
first_indexed	2023-09-18T19:50:42Z
last_indexed	2023-09-18T19:50:42Z
_version_	1777406199561453568

BFGS method: a new search direction

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