IDEAS home Printed from https://ideas.repec.org/a/wly/jnlaaa/v2014y2014i1n507102.html
   My bibliography  Save this article

The Hybrid BFGS‐CG Method in Solving Unconstrained Optimization Problems

Author

Listed:
  • Mohd Asrul Hery Ibrahim
  • Mustafa Mamat
  • Wah June Leong

Abstract

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.

Suggested Citation

Handle: RePEc:wly:jnlaaa:v:2014:y:2014:i:1:n:507102
DOI: 10.1155/2014/507102
as

Download full text from publisher

File URL: https://doi.org/10.1155/2014/507102
Download Restriction: no
File URL: https://libkey.io/10.1155/2014/507102?utm_source=ideas
LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
---><---

More about this item

Statistics

Access and download statistics

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:jnlaaa:v:2014:y:2014:i:1:n:507102. See general information about how to correct material in RePEc.

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

We have no bibliographic references for this item. You can help adding them by using this form .

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://doi.org/10.1155/4058 .

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.