Research Journal of Applied Sciences

Year: 2017
Volume: 12
Issue: 1
Page No. 31 - 36

A New Search Direction for Broyden’s Family Method with Coefficient of Conjugate Gradient in Solving Unconstrained Optimization Problems

Authors : Mohd Asrul Hery Ibrahim, Zahratul Amani Zakaria, Mustafa Mamat, Ummie Khalthum Mohd Yusof and Azfi Zaidi Mohammad Sofi

Abstract: In this study, we present a new search direction known as the CG-Broyden method which uses the search direction of the conjugate gradient method approach in the quasi-Newton methods. The new algorithm is compared with the quasi-Newton methods in terms of the number of iterations and CPU-time. The Broyden’s family method is used as an updating formula for the approximation of the Hessian for both methods. Our numerical analysis provides strong evidence that our CG-Broyden method is more efficient than the ordinary Broyden method. Besides, we also prove that the new algorithm is globally convergent.

How to cite this article:

Mohd Asrul Hery Ibrahim, Zahratul Amani Zakaria, Mustafa Mamat, Ummie Khalthum Mohd Yusof and Azfi Zaidi Mohammad Sofi, 2017. A New Search Direction for Broyden’s Family Method with Coefficient of Conjugate Gradient in Solving Unconstrained Optimization Problems. Research Journal of Applied Sciences, 12: 31-36.

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