H. Ta, O., Y. AL Bayati, A. (2006). New Hybrid CG-Projected Bfgs for Minimization. , 17(1), 38-49. doi: 10.33899/rjs.2006.43265
Osama H. Ta; Abbas Y. AL Bayati. "New Hybrid CG-Projected Bfgs for Minimization". , 17, 1, 2006, 38-49. doi: 10.33899/rjs.2006.43265
H. Ta, O., Y. AL Bayati, A. (2006). 'New Hybrid CG-Projected Bfgs for Minimization', , 17(1), pp. 38-49. doi: 10.33899/rjs.2006.43265
H. Ta, O., Y. AL Bayati, A. New Hybrid CG-Projected Bfgs for Minimization. , 2006; 17(1): 38-49. doi: 10.33899/rjs.2006.43265

New Hybrid CG-Projected Bfgs for Minimization

Rafidain Journal of Science
Article 7, Volume 17, Issue 1, 2006, Pages 38-49    PDF (0 K)
DOI: 10.33899/rjs.2006.43265
Authors
Osama H. Ta; Abbas Y. AL Bayati
Abstract
In this paper an hybrid CG direction and a modified direction of the Storey's projected version of the BFGS Quasi-Newton (QN) update of optimization is investigated theoretically and experimentally.
The new proposed algorithm is compared with. Storey's projected BFGS method on a large number of standard test functions with dimensionality varies between 4 n 1000. The new algorithm is found to be superior to the Storey's projected BFGS method overall but it showed a considerable superiority on some of test functions.
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