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BFGS method: A new search direction
Mohd. Asrul Hery Bin Ibrahim1, Mustafa Mamat2, Leong Wah June3.
In this paper we present a new line search method known as the HBFGS method, which uses the search direction of the conjugate gradient method with the quasi-Newton updates. The Broyden-Fletcher-Goldfarb-Shanno (BFGS) update is used as approximation of the Hessian for the methods. The new algorithm is compared with the BFGS method in terms of iteration counts and CPU-time. Our numerical analysis provides strong evidence that the proposed HBFGS method is more efficient than the ordinary BFGS method. Besides, we also prove that the new algorithm is globally convergent.
Affiliation:
- Universiti Malaysia Kelantan, Malaysia
- Universiti Sultan Zainal Abidin, Malaysia
- Universiti Putra Malaysia, Malaysia
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Indexed by |
MyJurnal (2021) |
H-Index
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6 |
Immediacy Index
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0.000 |
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0 |
Indexed by |
Web of Science (SCIE - Science Citation Index Expanded) |
Impact Factor
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JCR (1.009) |
Rank |
Q4 (Multidisciplinary Sciences) |
Additional Information |
JCI (0.15) |
Indexed by |
Scopus 2020 |
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CiteScore (1.4) |
Rank |
Q2 (Multidisciplinary) |
Additional Information |
SJR (0.251) |
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