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Research Article Open access CC BY 4.0

Optimal Hybrid Bfgs-Cg Method for Unconstrained Optimization

O. M. Bamigbola, O. O. Okundalaye, C. N. Ejieji

Asian Research Journal of Mathematics · pp. 1–18 · Published 9 Apr 2018

10.9734/ARJOM/2018/39293

Abstract

In solving unconstrained optimization problems, both quasi-Newton and conjugate gradient methods are known to be efficient methods. Hence, the optimal hybrid Broyden-Fletcher- Goldfarb-Shanno-Conjugate Gradient (OBFGS-CG) method is proposed in this work, which combines the strengths of both BFGS and CG methods. The optimal hybrid BFGS-CG method is based on an existing hybrid BFGS-CG method. The optimal BFGS-CG paramter, when utilised in solving unconstrained optimization problems, resulted in improvement in the total number of iterations and CPU time.

Quasi-Newton hybrid BFGS-conjugate gradient optimal method unconstrained optimization.

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Cited by 1

A new direction search of hybrid quasi-Newton

Evar Lutfalla Sadraddin, Ivan Subhi Latif · Indonesian Journal of Electrical Engineering and Computer Science · 2022

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