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An Efficient Hybrid BFGS-CG Search Direction for Solving Unconstrained Optimization Problems


Kamilu Kamfa, Muhammad Yusuf Waziri, Ibrahim Mohammed Sulaiman, Mohd Asrul Hery Ibrahim, Mustafa Mamat,Siti Sabariah Abas
Abstract

Recently, various methods for solving unconstrained optimization problems have been proposed. Most of these methods employ different approach to calculate the search direction . Some of the famous search direction includes, Newton method, Quasi Newton method, and Conjugate Gradient method (CG). In thispaper,wedevelopanewhybridmethod which uses CG and BFGS search direction simultaneously under strong Wolfe line search. Various Numerical results have been presented to illustrate the efficiency of the proposed method when comparedwithCGandBFGSmethod.UnderstrongWolfelinesearch,we show that our new algorithm convergesglobally.

Volume 12 | 02-Special Issue

Pages: 1035-1041

DOI: 10.5373/JARDCS/V12SP2/SP20201161