A new direction search of hybrid quasi-Newton
Abstract
A new hybrid quasi-Newton search direction ( HQNEI ) is proposed. It uses the update formula of Broyden–Fletcher–Goldfarb–Shanno (BFGS) with a certain conjugate gradient (CG) parameter by a nested direction. The global convergence analysis and superlinear rate, addtionaly with sufficient descent are proved using exact line search. Finally, the computation comparisons are made with original hybrid parents; BFGS and CG, through the efficiency in terms of iteration numbers and CPU-running time showing the superior of HQNEI. Therefore, the results marked preference of HQNEI from other two producer algorithms.
Keywords
Exact line search; Hybrid search direction; Numerical optimization; Quasi-Newton methods; Unconstrained optimization;
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PDFDOI: http://doi.org/10.11591/ijeecs.v27.i1.pp538-545
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Indonesian Journal of Electrical Engineering and Computer Science (IJEECS)
p-ISSN: 2502-4752, e-ISSN: 2502-4760
This journal is published by the Institute of Advanced Engineering and Science (IAES) in collaboration with Intelektual Pustaka Media Utama (IPMU).