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
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Abstract
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.
| Item Type: | Article |
|---|---|
| Keywords: | BFGS method; conjugate gradient method; globally convergent; HBFGS method |
| Journal: | Sains Malaysiana |
| ID Code: | 7823 |
| Deposited By: | ms aida - |
| Deposited On: | 05 Nov 2014 05:43 |
| Last Modified: | 14 Dec 2016 06:45 |
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