Reducing Computation Time in DFP (Davidon, Fletcher Powell) Update Method for Solving Unconstrained Optimization Problems

摘要

Solving the unconstrained optimization problems is not easy and DFP update method is one of the methods that we can work with to solve the problems. In unconstrained optimization, the time computing needed by the method’s algorithm to solve the problems is very vital and because of that, we proposed a hybrid search direction for DFP update method in order to reduce the computation time needed for solving unconstrained optimization problems. Some convergence analysis and numerical results of the hybrid search direction were analyzed and the results showed that the proposed hybrid search direction strictly reduce the computation time needed by DFP update method and at the same time increase the method’s efficiency which is sometimes fail for some complicated unconstrained optimization problems.