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Hybrid conjugate gradient-BFGS methods based on Wolfe line search
Samia Khelladi  1, *, @  , Djamel Benterki  2, @  
1 : Laboratory of Fundamental an Numerical Mathematics LMFN, Faculty of Sciences, University of Setif-1, Ferhat Abbas, 19000 Setif, Algeria  -  Website
2 : Laboratory of Fundamental an Numerical Mathematics LMFN, Faculty of Sciences, University of Setif-1, Ferhat Abbas, 19000 Setif, Algeria  -  Website
* : Corresponding author

In this paper, we present some hybrid methods for solving unconstrained optimization problems. These methods are defined using proper combinations of the search directions and included parameters in conjugate gradient and quasi-Newton method of Broyden--Fletcher--Goldfarb--Shanno (CG-BFGS). Their global convergence under the Wolfe line search is analyzed for general objective functions. Numerical experiments show the superiority of the modified hybrid (CG-BFGS) method with respect to some existing methods.

Subject : : Oral
Topics : Applied mathematics and modeling
Keywords : Unconstrained optimization ; Global convergence ; Conjugate gradient methods ; Quasi Newton methods ; Wolfe line search.
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