A Hybrid of Quasi-Newton Method with CG Method for Unconstrained Optimization

The quasi-Newton is a well-known method for solving small to medium-scale unconstrained optimization problems due to its simplicity and convergence. This leads to many modifications to improve its performance, and one of them is by hybridizing it with another optimization method. In this study, the...

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Bibliographic Details
Published in:Journal of Physics: Conference Series
Main Author: Aini N.; Mamat M.; Rivaie M.; Sulaiman I.M.
Format: Conference paper
Language:English
Published: Institute of Physics Publishing 2019
Online Access:https://www.scopus.com/inward/record.uri?eid=2-s2.0-85076084992&doi=10.1088%2f1742-6596%2f1366%2f1%2f012079&partnerID=40&md5=46ff12abe74da0f1ed986b0e5704ea6a
id 2-s2.0-85076084992
spelling 2-s2.0-85076084992
Aini N.; Mamat M.; Rivaie M.; Sulaiman I.M.
A Hybrid of Quasi-Newton Method with CG Method for Unconstrained Optimization
2019
Journal of Physics: Conference Series
1366
1
10.1088/1742-6596/1366/1/012079
https://www.scopus.com/inward/record.uri?eid=2-s2.0-85076084992&doi=10.1088%2f1742-6596%2f1366%2f1%2f012079&partnerID=40&md5=46ff12abe74da0f1ed986b0e5704ea6a
The quasi-Newton is a well-known method for solving small to medium-scale unconstrained optimization problems due to its simplicity and convergence. This leads to many modifications to improve its performance, and one of them is by hybridizing it with another optimization method. In this study, the quasi-Newton method is combined with the ARM method, which is a type of conjugate gradient method. The resulting hybrid algorithm is globally convergent under exact line search. © Published under licence by IOP Publishing Ltd.
Institute of Physics Publishing
17426588
English
Conference paper
All Open Access; Gold Open Access
author Aini N.; Mamat M.; Rivaie M.; Sulaiman I.M.
spellingShingle Aini N.; Mamat M.; Rivaie M.; Sulaiman I.M.
A Hybrid of Quasi-Newton Method with CG Method for Unconstrained Optimization
author_facet Aini N.; Mamat M.; Rivaie M.; Sulaiman I.M.
author_sort Aini N.; Mamat M.; Rivaie M.; Sulaiman I.M.
title A Hybrid of Quasi-Newton Method with CG Method for Unconstrained Optimization
title_short A Hybrid of Quasi-Newton Method with CG Method for Unconstrained Optimization
title_full A Hybrid of Quasi-Newton Method with CG Method for Unconstrained Optimization
title_fullStr A Hybrid of Quasi-Newton Method with CG Method for Unconstrained Optimization
title_full_unstemmed A Hybrid of Quasi-Newton Method with CG Method for Unconstrained Optimization
title_sort A Hybrid of Quasi-Newton Method with CG Method for Unconstrained Optimization
publishDate 2019
container_title Journal of Physics: Conference Series
container_volume 1366
container_issue 1
doi_str_mv 10.1088/1742-6596/1366/1/012079
url https://www.scopus.com/inward/record.uri?eid=2-s2.0-85076084992&doi=10.1088%2f1742-6596%2f1366%2f1%2f012079&partnerID=40&md5=46ff12abe74da0f1ed986b0e5704ea6a
description The quasi-Newton is a well-known method for solving small to medium-scale unconstrained optimization problems due to its simplicity and convergence. This leads to many modifications to improve its performance, and one of them is by hybridizing it with another optimization method. In this study, the quasi-Newton method is combined with the ARM method, which is a type of conjugate gradient method. The resulting hybrid algorithm is globally convergent under exact line search. © Published under licence by IOP Publishing Ltd.
publisher Institute of Physics Publishing
issn 17426588
language English
format Conference paper
accesstype All Open Access; Gold Open Access
record_format scopus
collection Scopus
_version_ 1809677900955254784