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http://hdl.handle.net/123456789/2039
Title: | New hybrid BFGS-CG method for solving unconstrained optimization | Authors: | Osman W.F.H.W. Mamat M., Ibrahim M.A.H. |
Keywords: | Newton-Raphson method;Numerical method;Optimization;Unconstrained optimization problems;Unconstrained optimization;Hybrid method | Issue Date: | Jun-2021 | Publisher: | IOP Publishing Ltd | Conference: | Journal of Physics: Conference Series | Abstract: | Conjugate gradient method and quasi-Newton (QN) method are both well known solvers for solving unconstrained optimization problems. In this paper, we proposed a new conjugate gradient method denoted as Wan, Asrul and Mustafa (WAM) method. This WAM method is then combined with the QN method to produce a new hybrid search direction which is QN-WAM. Based on numerical results, the proposed hybrid method proved to be more efficient compared to the original quasi-Newton method and other hybrid methods. |
Description: | Scopus |
URI: | http://hdl.handle.net/123456789/2039 | ISSN: | 17426588 | DOI: | 10.1088/1742-6596/1874/1/012080 |
Appears in Collections: | Faculty of Entrepreneurship and Business - Proceedings |
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New hybrid BFGS-CG method for solving unconstrained optimization.pdf | 424.81 kB | Adobe PDF | View/Open |
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