An Algorithm of BFGSAMI Method for Unconstrained Optimization 

Author & Affiliation:
Mustafa Mamat (mus@umt.edu.my
Department of Mathematics, Faculty of Science and Technology, University Malaysia Terengganu (UMT), (Malaysia)
Mohd Asrul Hery Bin Ibrahim (asrulthey@yahoo.com.my
Department of Mathematics, Faculty of Science and Technology, University Malaysia Terengganu (UMT), (Malaysia)
Ismail Mohd (ismail@umt.edu.my)
Department of Mathematics, Faculty of Science and Technology, University Malaysia Terengganu (UMT), (Malaysia)
Keyword:
exact line search, estimation for line search, step size, superlinearly convergence,, BFGSAMI.
Issue Date:
December 2009
Abstract:

In quasi-Newton, there are several of updated approximation formulas and one of them is Broyden-Fletcher-Goldfard-Shanno (BFGS) method. The convergence of BFGS method are depends on the search direction, dk and step size, ak. To determine step size, many recent author uses only single type of step size and proved its super linear convergence but in this paper we propose a modification and combination on two step sizes in BFGS algorithm to solve unconstrained optimization problems. The numerical results based on the number of iteration and function evaluation will be provide at the end of this paper

 

Pages:
915-922
ISSN:
2319-8044 (Online) - 2231-346X (Print)
Source:
DOI:
jusps-A
Share This:
Facebook Twitter Google Plus LinkedIn Reddit

Copy the following to cite this article:

M. Mamat; M. A. H. B. Ibrahim; I. Mohd, "An Algorithm of BFGSAMI Method for Unconstrained Optimization ", Journal of Ultra Scientist of Physical Sciences, Volume 21, Issue 3, Page Number 915-922, 2018

Copy the following to cite this URL:

M. Mamat; M. A. H. B. Ibrahim; I. Mohd, "An Algorithm of BFGSAMI Method for Unconstrained Optimization ", Journal of Ultra Scientist of Physical Sciences, Volume 21, Issue 3, Page Number 915-922, 2018

Available from: https://www.ultrascientist.org/paper/1275/

Ansari Education And Research Society
Facebook Google Plus Twitter