The Hybrid BFGS-CG Method in Solving Unconstrained Optimization Problems
In solving large scale problems, the quasi-Newton method is known as the most efficient method in solving unconstrained optimization problems. Hence, a new hybrid method, known as the BFGS-CG method, has been created based on these properties, combining the search direction between conjugate gradien...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2014-01-01
|
| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2014/507102 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1832554861926809600 |
|---|---|
| author | Mohd Asrul Hery Ibrahim Mustafa Mamat Wah June Leong |
| author_facet | Mohd Asrul Hery Ibrahim Mustafa Mamat Wah June Leong |
| author_sort | Mohd Asrul Hery Ibrahim |
| collection | DOAJ |
| description | In solving large scale problems, the quasi-Newton method is known as the most efficient method in solving unconstrained optimization problems. Hence, a new hybrid method, known as the BFGS-CG method, has been created based on these properties, combining the search direction between conjugate gradient methods and quasi-Newton methods. In comparison to standard BFGS methods and conjugate gradient methods, the BFGS-CG method shows significant improvement in the total number of iterations and CPU time required to solve large scale unconstrained optimization problems. We also prove that the hybrid method is globally convergent. |
| format | Article |
| id | doaj-art-d0aa5d49dc644abf9280f60fc910812d |
| institution | Kabale University |
| issn | 1085-3375 1687-0409 |
| language | English |
| publishDate | 2014-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Abstract and Applied Analysis |
| spelling | doaj-art-d0aa5d49dc644abf9280f60fc910812d2025-02-03T05:50:22ZengWileyAbstract and Applied Analysis1085-33751687-04092014-01-01201410.1155/2014/507102507102The Hybrid BFGS-CG Method in Solving Unconstrained Optimization ProblemsMohd Asrul Hery Ibrahim0Mustafa Mamat1Wah June Leong2School of Applied Sciences and Foundation, Infrastructure University Kuala Lumpur, 43000 Kajang, MalaysiaFaculty of Informatics and Computing, Universiti Sultan Zainal Abidin, Tembila Campus, 22200 Besut, MalaysiaDepartment of Mathematics, Faculty of Science, Universiti Putra Malaysia (UPM), 43400 Serdang, MalaysiaIn solving large scale problems, the quasi-Newton method is known as the most efficient method in solving unconstrained optimization problems. Hence, a new hybrid method, known as the BFGS-CG method, has been created based on these properties, combining the search direction between conjugate gradient methods and quasi-Newton methods. In comparison to standard BFGS methods and conjugate gradient methods, the BFGS-CG method shows significant improvement in the total number of iterations and CPU time required to solve large scale unconstrained optimization problems. We also prove that the hybrid method is globally convergent.http://dx.doi.org/10.1155/2014/507102 |
| spellingShingle | Mohd Asrul Hery Ibrahim Mustafa Mamat Wah June Leong The Hybrid BFGS-CG Method in Solving Unconstrained Optimization Problems Abstract and Applied Analysis |
| title | The Hybrid BFGS-CG Method in Solving Unconstrained Optimization Problems |
| title_full | The Hybrid BFGS-CG Method in Solving Unconstrained Optimization Problems |
| title_fullStr | The Hybrid BFGS-CG Method in Solving Unconstrained Optimization Problems |
| title_full_unstemmed | The Hybrid BFGS-CG Method in Solving Unconstrained Optimization Problems |
| title_short | The Hybrid BFGS-CG Method in Solving Unconstrained Optimization Problems |
| title_sort | hybrid bfgs cg method in solving unconstrained optimization problems |
| url | http://dx.doi.org/10.1155/2014/507102 |
| work_keys_str_mv | AT mohdasrulheryibrahim thehybridbfgscgmethodinsolvingunconstrainedoptimizationproblems AT mustafamamat thehybridbfgscgmethodinsolvingunconstrainedoptimizationproblems AT wahjuneleong thehybridbfgscgmethodinsolvingunconstrainedoptimizationproblems AT mohdasrulheryibrahim hybridbfgscgmethodinsolvingunconstrainedoptimizationproblems AT mustafamamat hybridbfgscgmethodinsolvingunconstrainedoptimizationproblems AT wahjuneleong hybridbfgscgmethodinsolvingunconstrainedoptimizationproblems |