Open AccessA new modification of the quasi-newton method for unconstrained optimization
Author(s) -
Hamsa Th. Saeed Chilmeran,
Huda I. Ahmed,
Eman T. Hamed,
Abbas Y. Al-Bayati
Publication year - 2021
Publication title -
indonesian journal of electrical engineering and computer science
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.241
H-Index - 17
eISSN - 2502-4760
pISSN - 2502-4752
DOI - 10.11591/ijeecs.v21.i3.pp1683-1691
Subject(s) - mathematics , positive definiteness , matrix (chemical analysis) , algorithm , conjugate gradient method , computer science , positive definite matrix , physics , chemistry , chromatography , eigenvalues and eigenvectors , quantum mechanics
In this work we propose and analyze a hybrid conjugate gradient (CG) method in which the parameter
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is computed as a linear combination between Hager-Zhang [HZ] and Dai-Liao [DL] parameters. We use this proposed method to modify BFGS method and to prove the positive definiteness and QN-conditions of the matrix. Theoretical trils confirm that the new search directions aredescent directions under some conditions, as well as, the new search directions areglobally convergent using strong Wolfe conditions. The numerical experiments show that the proposed method is promising and outperforms alternative similar CG-methods using Dolan-Mor'e performance profile.