| dc.contributor.author | Mahboubeh, Farid | |
| dc.contributor.author | Wah, June Leong | |
| dc.contributor.author | Malik, Abu Hassan | |
| dc.date.accessioned | 2010-11-23T01:35:46Z | |
| dc.date.available | 2010-11-23T01:35:46Z | |
| dc.date.issued | 2010-06-02 | |
| dc.identifier.citation | Vol.3(4), p.294-297 | en_US |
| dc.identifier.uri | http://dspace.unimap.edu.my/123456789/10254 | |
| dc.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. | en_US |
| dc.description.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. | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Universiti Malaysia Perlis (UniMAP) | en_US |
| dc.relation.ispartofseries | Proceedings of the 1st Regional Conference on Applied and Engineering Mathematics (RCAEM-I) 2010 | en_US |
| dc.subject | Unconstrained optimization | en_US |
| dc.subject | Diagonal updating | en_US |
| dc.subject | Barzilai | en_US |
| dc.subject | Borwein method | en_US |
| dc.subject | Regional Conference on Applied and Engineering Mathematics (RCAEM) | en_US |
| dc.title | A new multi-step gradient method for optimization problem | en_US |
| dc.type | Working Paper | en_US |
| dc.publisher.department | Institut Matematik Kejuruteraan | en_US |
| dc.contributor.url | mahboubeh_farid@yahoo.com | en_US |
