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Coefficients of modified broyden method and its global convergence


Citation

Mohd Asrul Hery Ibrahim and Zahratul Amani Zakaria and Mustafa Mamat and Azfi Zaidi Mohammad Sofi (2016) Coefficients of modified broyden method and its global convergence. Far East Journal of Mathematical Sciences, 100 (5). pp. 795-803. ISSN 0972-0871

Abstract

In this article, a new search direction for the Broyden family method is proposed for solving unconstrained optimization problems. The new search direction is developed by using the search direction of conjugate gradient method approach. This method is popular as M-Broyden method. The suggested method has an attractive property that its search direction is sufficiently descent in every iteration. Under mild conditions, we prove that the proposed method has global convergence.

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Additional Metadata

Item Type: Indexed Article
Collection Type: Institution
Date: September 2016
Journal or Publication Title: Far East Journal of Mathematical Sciences
ISSN: 0972-0871
Uncontrolled Keywords: Broyden method: conjugate gradient method: global convergence.
Faculty/Centre/Office: Faculty of Entrepreneurship and Business
URI: http://discol.umk.edu.my/id/eprint/7548
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