A new search direction of DFP-CG method for solving unconstrained optimization problems

Osman, Wan Farah Hanan Wan; Ibrahim, Mohd Asrul Hery; Mamat, Mustafa

doi:10.1063/1.5041555

AIP Conference Proceedings

2018

DOI: 10.1063/1.5041555

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A new search direction of DFP-CG method for solving unconstrained optimization problems

Wan Farah Hanan Wan Osman

Mohd Asrul Hery Ibrahim

Mustafa Mamat

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2022

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“…Another hybridization was found between BFGS and conjugate descent direction and Armijo line search [17]. Furthermore, FR-parameter of CG is combined with DFP and exact line search [18]. The search directions hybridized of BFGS with CG are classified into two types.…”

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confidence: 99%

A new direction search of hybrid quasi-Newton

Sadraddin

Latif

2022

IJEECS

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A new hybrid quasi-Newton search direction ( HQNEI ) is proposed. It uses the update formula of Broyden–Fletcher–Goldfarb–Shanno (BFGS) with a certain conjugate gradient (CG) parameter by a nested direction. The global convergence analysis and superlinear rate, addtionaly with sufficient descent are proved using exact line search. Finally, the computation comparisons are made with original hybrid parents; BFGS and CG, through the efficiency in terms of iteration numbers and CPU-running time showing the superior of HQNEI. Therefore, the results marked preference of HQNEI from other two producer algorithms.

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mentioning

confidence: 99%

A new direction search of hybrid quasi-Newton

Sadraddin

Latif

2022

IJEECS

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A new search direction of DFP-CG method for solving unconstrained optimization problems

Cited by 1 publication

References 11 publications

A new direction search of hybrid quasi-Newton

A new direction search of hybrid quasi-Newton

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