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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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/ |
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Universiti Kebangasaan Malaysia |
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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 |
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2023-09-18T19:50:42Z |
last_indexed |
2023-09-18T19:50:42Z |
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1777406199561453568 |