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http://dspace.unimap.edu.my:80/xmlui/handle/123456789/10254
Title: | A new multi-step gradient method for optimization problem |
Authors: | Mahboubeh, Farid Wah, June Leong Malik, Abu Hassan 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) |
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://dspace.unimap.edu.my/123456789/10254 |
Appears in Collections: | Conference Papers |
Files in This Item:
File | Description | Size | Format | |
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Paper ID R016.pdf | Access is limited to UniMAP community | 214.78 kB | Adobe PDF | View/Open |
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