2008
DOI: 10.1007/s10898-008-9318-6
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Hybrid spectral gradient method for the unconstrained minimization problem

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Cited by 9 publications
(3 citation statements)
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“…The approach to solve this problem is an optimization method of the quasi-Newton family that approximates the Broyden-Fletcher-Goldfarb-Shanno (BFGS) algorithm, and which is implemented in Python [68][69][70][71]. MATLAB was used to calculate the Hessian matrix [72].…”
Section: Methodsmentioning
confidence: 99%
“…The approach to solve this problem is an optimization method of the quasi-Newton family that approximates the Broyden-Fletcher-Goldfarb-Shanno (BFGS) algorithm, and which is implemented in Python [68][69][70][71]. MATLAB was used to calculate the Hessian matrix [72].…”
Section: Methodsmentioning
confidence: 99%
“…On the contrary, in our new hybridize scheme, as proposed in [19], the iterative algorithm is applied to guide the search of the GA every time that the regularized L-BFGS generates an iterate x k ∈ R n , the GA looks inside a certain region that contains x k for some other point that probably improves the value of f (x k ). The framework of the new hybridize scheme is outlined in Algorithm 2.…”
Section: Procedures 1(see [19])mentioning
confidence: 99%
“…Finally, to put our new setting in the global optimization context, we present a hybrid scheme based on the genetic algorithm (GA) and the new proposed regularized L-BFGS algorithm in order to increase the chance of finding a global minima in a reasonable CPU time. Preliminary numerical results indicate that the new methodology finds efficiently and quite frequently the global minima in comparison with SGA algorithm, as proposed in [19], and the hybrid GA of the Toolbox of Global Optimization of MATLAB.…”
Section: Introductionmentioning
confidence: 99%