OPTIMIZATION ON ? BY COGGINS-FIBONACCI METHOD
Keywords:
Search direction, Fibonacci search, Coggins method
Abstract
A computational procedure called Coggins-Fibonacci method for the optimization of unconstrained functions in is developed. The method is found to be more efficient and converges faster than either of the conventional Coggins or Fibonacci search methods.
References
Adby, P.R., Dempster, M.A.H. 1974. Introduction to optimization method. Chapman & Hall, London.
Agusto, F.B. 2002. Multivariable Coggins method. M.Sc. Thesis, University of Ilorin, Ilorin, Nigeria.
Armijo, L. 1966. Minimization of function having Lipschitz continuous first partial derivatives. Pacific Journal of Mathematics, 16: 1-3.
Bamigbola, O.M., Agusto, F.B. 2004. Optimization in Ân by Coggins method. International Journal of Computer Mathematics, 81(9): 1145-1152.
Bunday, B.D. 1984. Basic optimization methods. Edward Arnold, London.
Foulds, L.R. 1981. Optimization techniques. Springer-Verlag, New York.
Haykij, S. 1994. Neural networks: A comprehensive foundation. Macmillan college publishing company, New York (NY).
Ibiejugba, M.A., Adewale, T.A., Bamigbola, O.M. 1991. A Quasi-Newton method for minimizing factorable functions. Afrika mathematika, 4(2): 19–36.
Kahya, E. 2006. Comment on titled “An improvement on Fibonacci search method in optimization theory. Applied mathematics and computation, 176: 753-756.
Kuester, J.L., Mize, J.H. 1973. Optimization techniques with Fortran. McGraw-Hill, New York.
Magoulas, G.D., Vrahatis, M.N., Andoulakis, G.S. 1997. Effective backpropagation training with variable stepsize. Neural networks, 10: 69-82.
More, B.J., Garbow, B.S., Hillstrom, K.E. 1981. Testing unconstrained optimization. ACM Transactions on Mathematical Software, 7: 17-41.
Rao, S.S. 1991. Optimization theory and application, Eastern John Wiley, New Delhi.
Reju, S.A. 2001. Roc-CMAI lecture notes. National Mathematical Centre, Abuja, Nigeria.
Sperduti, A., Starita, A. 1993. Speed up learning and network optimization with extended back-propagation. Neural networks, 6: 365-383.
Subasi, M., Yildirim, B., Yildiz, B. 2004. An improvement on Fibonacci search method in optimization theory. Applied mathematics and computation, 147(3): 893-901.
Subramaniam, S. 1994. Extended Coggins optimization techniques. B. Tech. Thesis, Department of Mathematics, Computer Science and Statistics, Federal University of Technology, Minna, Nigeria.
Subramaniam, S., Reju, S.A., Ibiejugba, M.A. 2002. An extended Coggins optimization method. Nigeria Journal of Mathematics and Applications, 8: 85-91.
Wallstreetcosmos.com, 2008. Fibonacci numbers and stock market analysis. Downloaded on March 14th, 2009.
Walsh, G.R. 1985. Methods of optimization. John Wiley & Sons, London.
Agusto, F.B. 2002. Multivariable Coggins method. M.Sc. Thesis, University of Ilorin, Ilorin, Nigeria.
Armijo, L. 1966. Minimization of function having Lipschitz continuous first partial derivatives. Pacific Journal of Mathematics, 16: 1-3.
Bamigbola, O.M., Agusto, F.B. 2004. Optimization in Ân by Coggins method. International Journal of Computer Mathematics, 81(9): 1145-1152.
Bunday, B.D. 1984. Basic optimization methods. Edward Arnold, London.
Foulds, L.R. 1981. Optimization techniques. Springer-Verlag, New York.
Haykij, S. 1994. Neural networks: A comprehensive foundation. Macmillan college publishing company, New York (NY).
Ibiejugba, M.A., Adewale, T.A., Bamigbola, O.M. 1991. A Quasi-Newton method for minimizing factorable functions. Afrika mathematika, 4(2): 19–36.
Kahya, E. 2006. Comment on titled “An improvement on Fibonacci search method in optimization theory. Applied mathematics and computation, 176: 753-756.
Kuester, J.L., Mize, J.H. 1973. Optimization techniques with Fortran. McGraw-Hill, New York.
Magoulas, G.D., Vrahatis, M.N., Andoulakis, G.S. 1997. Effective backpropagation training with variable stepsize. Neural networks, 10: 69-82.
More, B.J., Garbow, B.S., Hillstrom, K.E. 1981. Testing unconstrained optimization. ACM Transactions on Mathematical Software, 7: 17-41.
Rao, S.S. 1991. Optimization theory and application, Eastern John Wiley, New Delhi.
Reju, S.A. 2001. Roc-CMAI lecture notes. National Mathematical Centre, Abuja, Nigeria.
Sperduti, A., Starita, A. 1993. Speed up learning and network optimization with extended back-propagation. Neural networks, 6: 365-383.
Subasi, M., Yildirim, B., Yildiz, B. 2004. An improvement on Fibonacci search method in optimization theory. Applied mathematics and computation, 147(3): 893-901.
Subramaniam, S. 1994. Extended Coggins optimization techniques. B. Tech. Thesis, Department of Mathematics, Computer Science and Statistics, Federal University of Technology, Minna, Nigeria.
Subramaniam, S., Reju, S.A., Ibiejugba, M.A. 2002. An extended Coggins optimization method. Nigeria Journal of Mathematics and Applications, 8: 85-91.
Wallstreetcosmos.com, 2008. Fibonacci numbers and stock market analysis. Downloaded on March 14th, 2009.
Walsh, G.R. 1985. Methods of optimization. John Wiley & Sons, London.
Issue
Section
Articles
