A new search direction of DFP-CG method for solving unconstrained optimization problems

A new search direction of DFP-CG method for solving unconstrained optimization problems

The conjugate gradient (CG) and Davidon, Fletcher and Powell (DFP) method are both well known solvers for solving unconstrained optimization problems. In this paper, we proposed a new hybrid DFP-CG method and compared with the ordinary DFP method in terms of number of iteration and CPU times. Numeri...

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Hauptverfasser: Osman, Wan Farah Hanan Wan, Ibrahim, Mohd Asrul Hery, Mamat, Mustafa
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Iterative methods
Optimization
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Ibrahim, Mohd Asrul Hery
Mamat, Mustafa
description The conjugate gradient (CG) and Davidon, Fletcher and Powell (DFP) method are both well known solvers for solving unconstrained optimization problems. In this paper, we proposed a new hybrid DFP-CG method and compared with the ordinary DFP method in terms of number of iteration and CPU times. Numerical results show that the new algorithm is more efficient compared to the ordinary DFP method and proven to posses both sufficient descent and global convergence properties.
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subjects Iterative methods
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Solvers
title A new search direction of DFP-CG method for solving unconstrained optimization problems
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