Implementasi Algoritma Modifikasi Broyden-Fletcher-Goldfarb-Shanno (MBFGS)

Standsyah, Rahmawati Erma (2014) Implementasi Algoritma Modifikasi Broyden-Fletcher-Goldfarb-Shanno (MBFGS). JURNAL ILMIAH SOULMATH, 2 (3). pp. 132-140. ISSN 2334-9421

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BFGS Algorithm is focused for unconstrained optimization with a convex objective function. BFGS can not be applied to non convex optimization, so that it is modified into MBFGS algorithm. It has been proven by theory of convergence but it has not been proven yet numerical methode. Bsed on this problem, this paper is implemented and analyzed the numerical aspect of BFGS and MBFGS algorithm. This computation result showed that the efectiveness and the accuracy of MBFGS algorithm is more than BFGS for Banana function and one example of convex function.

Item Type: Article
Subjects: Q Science > QA Mathematics
Divisions: Fakultas Keguruan dan Ilmu Pendidikan > Pendidikan Matematika
Depositing User: Lambang Probo Sumirat
Date Deposited: 27 Oct 2016 03:44
Last Modified: 27 Oct 2016 03:44

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