Comparative study of modified BFGS and new scale modified BFGS for solving unconstrained optimization / Shahirah Atikah Mohamad Husnin

Mohamad Husnin, Shahirah Atikah (2018) Comparative study of modified BFGS and new scale modified BFGS for solving unconstrained optimization / Shahirah Atikah Mohamad Husnin. Degree thesis, Universiti Teknologi MARA.

Abstract

Broyden-Fletcher-Goldfarb-Shanno (BFGS) is one of a well-known Quasi-Newton update formula. This method is generally considered as the most efficient method among other variable metric methods for solving unconstrained optimization problems. To improve the BFGS methods, numerous studies and modifications have been devoted recently. In this research, the modified BFGS (mBFGS) works by Liao (1997) is scaled with a new scalar to reduce the number of iterations. A new scaled modified BFGS (smBFGS) is compared with the mBFGS in terms of iteration numbers and CPU time. These methods were tested with several selected functions by using code Maple 18 software. The numerical analysis shows a strong evidence that the smBFGS is more efficient than the mBFGS method. This indicated that the new scaled mBFGS algorithm performance is better than mBFGS algorithms.

Metadata

Item Type: Thesis (Degree)
Creators:
CreatorsEmail / ID. Num
Mohamad Husnin, Shahirah Atikah2015418966
Contributors:
ContributionNameID Num. / Email
Thesis advisorJaafar, RuhanaUNSPECIFIED
Subjects: Q Science > QA Mathematics > Equations
Q Science > QA Mathematics > Mathematical statistics. Probabilities
Q Science > QA Mathematics > Analysis > Analytical methods used in the solution of physical problems
Q Science > QA Mathematics > Instruments and machines > Electronic Computers. Computer Science > Algorithms
Divisions: Universiti Teknologi MARA, Terengganu > Kuala Terengganu Campus > Faculty of Computer and Mathematical Sciences
Programme: Bachelor of Science (Hons) Computational Mathematics
Item ID: 40713
Uncontrolled Keywords: Broyden-Fletcher-Goldfarb-Shanno ; Quasi-Newton ; Maple 18 Software
URI: http://ir.uitm.edu.my/id/eprint/40713

Download

[img] Text
40713.pdf

Download (86kB)

Fulltext

Fulltext is available at:
  • Kaunter Perkhidmatan Maklumat | Perpustakaan Cendekiawan | Dungun
  • ID Number

    40713

    Others


    View in Google Scholar

    Actions (login required)

    View Item View Item

    Downloads

    Downloads per month over past year