An Efficient Step Size For BFGS
Author & Affiliation:
Azfi Zaidi Mohammad Sofi (azfizaidi@yahoo.com)
Department of Mathematics, Facutly of Science and Technology, University Malaysia Terengganu (UMT) (Malaysia)
Mustafa Mamat (mus@umt.edu.my)
Department of Mathematics, Facutly of Science and Technology, University Malaysia Terengganu (UMT) (Malaysia)
Ismail Mohd (ismail@umt.edu.my)
Department of Mathematics, Facutly of Science and Technology, University Malaysia Terengganu (UMT) (Malaysia)
Yosza Dasril (yosza@utem.edu.my)
Faculty of Electronics and Computer Engineering University Teknikal Melaka (UteM) Melaka, Malaysia
Keyword:
u00a0exact line search, step size, BFGS, differebtiable, superlinearly convergence
Issue Date:
December 2008
Abstract:
In this paper we introduced what we are calling a combination of step size of Broyden-Fletcher-Goldfarb-Shanno (CSS-BFGS) to solve unconstrained optimization problem. Analytically, we have proved that the algorithm is superlinearly convergence. The numerical result of CSS-BFGS was shown at the end of this paper. The result shown that in term of iteration number ni and function evaluation nf, our alternative step size is more effective than the original BFGS algorithm.
Pages:
841-847
ISSN:
2319-8044 (Online) - 2231-346X (Print)
Source:
PDF:
DOI:
jusps-A
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Copy the following to cite this article:
A. Z. M. Sofi; M. Mamat; I. Mohd; Y. Dasril, "An Efficient Step Size For BFGS ", Journal of Ultra Scientist of Physical Sciences, Volume 20, Issue 3, Page Number 841-847, 2018Copy the following to cite this URL:
A. Z. M. Sofi; M. Mamat; I. Mohd; Y. Dasril, "An Efficient Step Size For BFGS ", Journal of Ultra Scientist of Physical Sciences, Volume 20, Issue 3, Page Number 841-847, 2018Available from: https://www.ultrascientist.org/paper/1453/
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