Reducing Computation Time in DFP (Davidon, Fletcher & Powell) Update Method for Solving Unconstrained Optimization Problems

被引：3
|
作者：
Sofi, A. Z. M. [1 ]
Mamat, M. [2 ]
Ibrahim, M. A. H. [3 ]
机构：
[1] Kolej Univ Islam Antarabangsa Selangor KUIS Selan, Fac Sci & Informat Technol, Dept Skills & Core Subjects, Kajang 43000, Selangor DE, Malaysia
[2] Univ Malaysia Terengganu, Fac Sci & Technol, Dept Math, Kuala Terengganu 21300, Malaysia
[3] KLIUC, Sch Appl Sci & Fdn, Kajang 43000, Selangar, Malaysia
来源：
PROCEEDINGS OF THE 20TH NATIONAL SYMPOSIUM ON MATHEMATICAL SCIENCES (SKSM20): RESEARCH IN MATHEMATICAL SCIENCES: A CATALYST FOR CREATIVITY AND INNOVATION, PTS A AND B | 2013年 / 1522卷
关键词：
DFP update; unconstrained optimization; time computing; global convergence; EXACT LINE SEARCH; ALGORITHM;
D O I：
10.1063/1.4801284
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Solving the unconstrained optimization problems is not easy and DFP update method is one of the methods that we can work with to solve the problems. In unconstrained optimization, the time computing needed by the method's algorithm to solve the problems is very vital and because of that, we proposed a hybrid search direction for DFP update method in order to reduce the computation time needed for solving unconstrained optimization problems. Some convergence analysis and numerical results of the hybrid search direction were analyzed and the results showed that the proposed hybrid search direction strictly reduce the computation time needed by DFP update method and at the same time increase the method's efficiency which is sometimes fail for some complicated unconstrained optimization problems.
引用
收藏
页码：1337 / 1345
页数：9
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