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Please use this identifier to cite or link to this item: http://dspace.unimap.edu.my:80/dspace/handle/123456789/10254

Title: A new multi-step gradient method for optimization problem
Authors: Mahboubeh, Farid
Wah, June Leong
Malik, Abu Hassan
???metadata.dc.contributor.url???: mahboubeh_farid@yahoo.com
Keywords: Unconstrained optimization;Diagonal updating;Barzilai;Borwein method;Regional Conference on Applied and Engineering Mathematics (RCAEM)
Issue Date: 2-Jun-2010
Publisher: Universiti Malaysia Perlis (UniMAP)
???metadata.dc.publisher.department???: Institut Matematik Kejuruteraan
Citation: Vol.3(4), p.294-297
Series/Report no.: Proceedings of the 1st Regional Conference on Applied and Engineering Mathematics (RCAEM-I) 2010
Abstract: In this paper, we propose a new multi-step quasi- Newton method for solving unconstrained optimization problem. Our new gradient method is a in the frame of Barzilai and Borwein method. A multi step method is used to improve an accuracy of Hessian approximation which is in a diagonal matrix form. By incorporating a simple monotone strategy, the global convergence of our new method is achieved. Numerical results show the superiority of proposed method in compare with the BB method.
Description: 1st Regional Conference on Applied and Engineering Mathematics (RCAEM-I) 2010 organized by Universiti Malaysia Perlis (UniMAP) and co-organized by Universiti Sains Malaysia (USM) & Universiti Kebangsaan Malaysia (UKM), 2nd - 3rd June 2010 at Eastern & Oriental Hotel, Penang.
URI: http://hdl.handle.net/123456789/10254
Appears in Collections:Conference Papers

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