An Efficient Step Size For BFGS
ABSTRACT:
In this paper we introduced what we are calling a combination of step size of Broyden-Fletcher-Goldfarb-Shanno (CSS-BFGS) to solve unconstrained optimization problem. Analytically, we have proved that the algorithm is superlinearly convergence. The numerical result of CSS-BFGS was shown at the end of this paper. The result shown that in term of iteration number ni and function evaluation nf, our alternative step size is more effective than the original BFGS algorithm.
KEYWORDS: u00a0exact line search, step size, BFGS, differebtiable, superlinearly convergence
In this paper we introduced what we are calling a combination of step size of Broyden-Fletcher-Goldfarb-Shanno (CSS-BFGS) to solve unconstrained optimization problem. Analytically, we have proved that the algorithm...