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A new search direction for Broyden’s family method in solving unconstrained optimization problems


Citation

Mohd Asrul Hery Ibrahim and Zailani Abdullah and Mohd Ashlyzan Razik and Tutut Herawan (2016) A new search direction for Broyden’s family method in solving unconstrained optimization problems. In: The Second International Conference on Soft Computing and Data Mining (SCDM-2016), Bandung, Indonesia, August 18-20, 2016 Proceedings, 18-20 Aug 2016, Bandung, Indonesia.

Abstract

The conjugate gradient method plays an important role in solving large scale problems and the quasi-Newton method is known as the most efficient method in solving unconstrained optimization problems. Hence, in this paper, we proposed a new hybrid method between conjugate gradient method and quasi-Newton method known as the CG-Broyden method. Then, the new hybrid method is compared with the quasi-Newton methods in terms of the number of iterations and CPU-time using Matlabin Windows 10 which has 4 GB RAM and running using an Intel ® Core ™ i5. Furthermore, the performance profile graphic is used to show the effectiveness of the new hybrid method.. Our numerical analysis provides strong evidence that our CG-Broyden method is more efficient than the ordinary Broyden method Besides, we also prove that the new algorithm is globally convergent.

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Additional Metadata

Item Type: Conference or Workshop Item (Paper)
Collection Type: Institution
Uncontrolled Keywords: Broydenmethod: CG-Broyden method: CPU time: Conjugate gradient method
Faculty/Centre/Office: Faculty of Entrepreneurship and Business
Depositing User: Repository Admin
Date Deposited: 28 Jan 2019 04:41
Last Modified: 23 May 2022 11:18
URI: http://discol.umk.edu.my/id/eprint/9201
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