Title: An improved BFGS search direction using exact line search for solving unconstrained optimization problems
Abstract: BFGS is one of the Hessian update formula in the well known Quasi-Newton method. In this paper, we introduced a parametric hybrid search direction for BFGS algorithm using the conjugate gradient minimization technique. Under suitable conditions/ suitable parameter, we proved that the proposed parametric hybrid search direction is globally converge by using the exact line search. At the end of this paper, we showed the numerical results of proposed BFGS algorithm based on number of iteration, number of function evaluation and CPU time computing of the several of unconstrained optimization problems tested.
Publication Year: 2013
Publication Date: 2013-01-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 7
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