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

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 modifica...

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Main Author:	Mohamad Husnin, Shahirah Atikah
Format:	Thesis
Language:	English
Published:	2018
Subjects:	Equations Analytical methods used in the solution of physical problems Algorithms
Online Access:	https://ir.uitm.edu.my/id/eprint/40713/1/40713.pdf
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id	my-uitm-ir.40713
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spelling	my-uitm-ir.407132021-01-19T07:20:27Z Comparative study of modified BFGS and new scale modified BFGS for solving unconstrained optimization / Shahirah Atikah Mohamad Husnin 2018-07 Mohamad Husnin, Shahirah Atikah Equations Mathematical statistics. Probabilities Analytical methods used in the solution of physical problems Algorithms 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. 2018-07 Thesis https://ir.uitm.edu.my/id/eprint/40713/ https://ir.uitm.edu.my/id/eprint/40713/1/40713.pdf text en public degree Universiti Teknologi MARA Faculty of Computer and Mathematical Sciences Jaafar, Ruhana
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Jaafar, Ruhana
topic	Equations Equations Analytical methods used in the solution of physical problems Algorithms
spellingShingle	Equations Equations Analytical methods used in the solution of physical problems Algorithms Mohamad Husnin, Shahirah Atikah Comparative study of modified BFGS and new scale modified BFGS for solving unconstrained optimization / Shahirah Atikah Mohamad Husnin
description	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.
format	Thesis
qualification_level	Bachelor degree
author	Mohamad Husnin, Shahirah Atikah
author_facet	Mohamad Husnin, Shahirah Atikah
author_sort	Mohamad Husnin, Shahirah Atikah
title	Comparative study of modified BFGS and new scale modified BFGS for solving unconstrained optimization / Shahirah Atikah Mohamad Husnin
title_short	Comparative study of modified BFGS and new scale modified BFGS for solving unconstrained optimization / Shahirah Atikah Mohamad Husnin
title_full	Comparative study of modified BFGS and new scale modified BFGS for solving unconstrained optimization / Shahirah Atikah Mohamad Husnin
title_fullStr	Comparative study of modified BFGS and new scale modified BFGS for solving unconstrained optimization / Shahirah Atikah Mohamad Husnin
title_full_unstemmed	Comparative study of modified BFGS and new scale modified BFGS for solving unconstrained optimization / Shahirah Atikah Mohamad Husnin
title_sort	comparative study of modified bfgs and new scale modified bfgs for solving unconstrained optimization / shahirah atikah mohamad husnin
granting_institution	Universiti Teknologi MARA
granting_department	Faculty of Computer and Mathematical Sciences
publishDate	2018
url	https://ir.uitm.edu.my/id/eprint/40713/1/40713.pdf
_version_	1783734593898151936

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

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