| Peer-Reviewed

On Quasi-Newton Method for Solving Unconstrained Optimization Problems

Received: 25 December 2014     Accepted: 14 February 2015     Published: 26 February 2015
Views:       Downloads:
Abstract

This paper discusses the use of quasi-Newton method algorithm employed in solving unconstrained optimization problems. The method is aimed at circumventing the computational rigours undergone using the Newton’s method.The Quasi –Newton method algorithm was tested on some benced mark problems with the results compared with the Conjugate Gradient Method. The results gotten using the Quasi-Newton Method compared favourably with results of existing CGM algorithm.

Published in American Journal of Applied Mathematics (Volume 3, Issue 2)
DOI 10.11648/j.ajam.20150302.13
Page(s) 47-50
Creative Commons

This is an Open Access article, distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution and reproduction in any medium or format, provided the original work is properly cited.

Copyright

Copyright © The Author(s), 2015. Published by Science Publishing Group

Keywords

Optimization Problems, Conjugate Gradient Method, Control Operator

References
[1] BROYDEN, C.G. (1965). “A Class of Methods for Solving Nonlinear Simultaneous Equations”. Math. Comp., 19,pp. 577-593.
[2] DAVIDON, W.C. (1959).”Variable Metric Method for Minimization”, Rep.ANL-5990 Rev, Argonne National Laboratories, Argonne, I11
[3] DENNIS, J.E. JR and MORÉ,J.J. (1977). “Quasi Newton Methods, Motivation and Theory” SIAMReview 19(1), pp 46-89
[4] FLETCHER, R., and POWELL, M.J.D.,(1963), “A rapidly Convergent Descent Method for Minimization.” Comput. J.,6, pp 163-168.
[5] HESTENES, M. R., and STIEFEL, E., (1952), “Method of Conjugate Gradients for solving Linear Systems,” J. Res. Nat. Bur. Standards 49, pp 409- 436.
[6] IBIEJUGBA, M. A. and ONUMANYI, P., (1984), “A Control Operator and Someof itsApplications,” Journal of Mathematical Analysis and Applications, Vol.103,No.1, pp 31-47.
[7] IGOR, G., STEPHEN, G. N. and ARIELA, S., (2009), Linear and NonlinearOptimization, 2nd edition. George Mason University, Fairfax, Virginia, SIAM,Philadelphia.
[8] Jorge NOCEDAL and Stephen J. WRIGHT. (2006), Numerical Optimization. 2nd edition.Springer-Verlag, New York.
[9] LAWRENCE, Hasdorff, (1976), Gradient Optimization and Nonlinear Control. J.Wileyand Sons, New York.
[10] RAO, S. S., (1978),Optimization Theory and Applications, Wiley and Sons. NewYork.
[11] THOMAS, F. E., and DAVID, M. H., (2001), Optimization of Chemical Processes, McGraw Hill Comp.
Cite This Article
  • APA Style

    Felix Makanjuola Aderibigbe, Kayode James Adebayo, Adejoke O. Dele-Rotimi. (2015). On Quasi-Newton Method for Solving Unconstrained Optimization Problems. American Journal of Applied Mathematics, 3(2), 47-50. https://doi.org/10.11648/j.ajam.20150302.13

    Copy | Download

    ACS Style

    Felix Makanjuola Aderibigbe; Kayode James Adebayo; Adejoke O. Dele-Rotimi. On Quasi-Newton Method for Solving Unconstrained Optimization Problems. Am. J. Appl. Math. 2015, 3(2), 47-50. doi: 10.11648/j.ajam.20150302.13

    Copy | Download

    AMA Style

    Felix Makanjuola Aderibigbe, Kayode James Adebayo, Adejoke O. Dele-Rotimi. On Quasi-Newton Method for Solving Unconstrained Optimization Problems. Am J Appl Math. 2015;3(2):47-50. doi: 10.11648/j.ajam.20150302.13

    Copy | Download

  • @article{10.11648/j.ajam.20150302.13,
      author = {Felix Makanjuola Aderibigbe and Kayode James Adebayo and Adejoke O. Dele-Rotimi},
      title = {On Quasi-Newton Method for Solving Unconstrained Optimization Problems},
      journal = {American Journal of Applied Mathematics},
      volume = {3},
      number = {2},
      pages = {47-50},
      doi = {10.11648/j.ajam.20150302.13},
      url = {https://doi.org/10.11648/j.ajam.20150302.13},
      eprint = {https://article.sciencepublishinggroup.com/pdf/10.11648.j.ajam.20150302.13},
      abstract = {This paper discusses the use of quasi-Newton method algorithm employed in solving unconstrained optimization problems. The method is aimed at circumventing the computational rigours undergone using the Newton’s method.The Quasi –Newton method algorithm was tested on some benced mark problems with the results compared with the Conjugate Gradient Method. The results gotten using the Quasi-Newton Method compared favourably with results of existing CGM algorithm.},
     year = {2015}
    }
    

    Copy | Download

  • TY  - JOUR
    T1  - On Quasi-Newton Method for Solving Unconstrained Optimization Problems
    AU  - Felix Makanjuola Aderibigbe
    AU  - Kayode James Adebayo
    AU  - Adejoke O. Dele-Rotimi
    Y1  - 2015/02/26
    PY  - 2015
    N1  - https://doi.org/10.11648/j.ajam.20150302.13
    DO  - 10.11648/j.ajam.20150302.13
    T2  - American Journal of Applied Mathematics
    JF  - American Journal of Applied Mathematics
    JO  - American Journal of Applied Mathematics
    SP  - 47
    EP  - 50
    PB  - Science Publishing Group
    SN  - 2330-006X
    UR  - https://doi.org/10.11648/j.ajam.20150302.13
    AB  - This paper discusses the use of quasi-Newton method algorithm employed in solving unconstrained optimization problems. The method is aimed at circumventing the computational rigours undergone using the Newton’s method.The Quasi –Newton method algorithm was tested on some benced mark problems with the results compared with the Conjugate Gradient Method. The results gotten using the Quasi-Newton Method compared favourably with results of existing CGM algorithm.
    VL  - 3
    IS  - 2
    ER  - 

    Copy | Download

Author Information
  • Department of Mathematical Sciences, Ekiti State University, Ado Ekiti, Nigeria

  • Department of Mathematical Sciences, Ekiti State University, Ado Ekiti, Nigeria

  • Department of Mathematical Sciences, Ekiti State University, Ado Ekiti, Nigeria

  • Sections