New Hybrid CG-Projected Bfgs for Minimization
Rafidain Journal of Science,
2006, Volume 17, Issue 1, Pages 38-49
AbstractIn this paper an hybrid CG direction and a modified direction of the Storey's projected version of the BFGS Quasi-Newton (QN) update of optimization is investigated theoretically and experimentally.
The new proposed algorithm is compared with. Storey's projected BFGS method on a large number of standard test functions with dimensionality varies between 4 n 1000. The new algorithm is found to be superior to the Storey's projected BFGS method overall but it showed a considerable superiority on some of test functions.
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