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Comparison between BFGS Method and RMAR Method
Wong Poh Mee
Supervisor: Dr. Nur Fadhilah Binti Ibrahim
Bachelor of Science (Financial Mathematics)
School of Informatics and Applied Mathematics
In optimization, there are many methods that can solve the unconstrained nonlinear
optimization problems. Hence, it is very important to determine which method is the most
effective to solve the problems. In this research, BFGS method and RMAR method will be
compared by finding the optimal minimizer. The objectives of this research are to
compare both methods in term of number of iterations and running time, to determine
which method is the most effective, and to identify the similarities and differences
between the two methods. The algorithms of the two methods were tested by using
different test functions. The MATLAB software was used to compute the results. As a
conclusion, the result in this research is that the BFGS method is the most effective
method in solving the unconstrained optimization problems. The similarities and the
differences of the two methods were identified.
905 | UMT UNDERGRADUATE RESEARCH DAY 2018