Open AccessA new self –scaling VM-algorithm with an adaptive line search
Author(s) -
Abbas. Al-Baiati,
Salah Gazi Shareef,
Hamsa Chilmerane
Publication year - 2010
Publication title -
mağallaẗ al-tarbiyaẗ wa-al-ʻilm
Language(s) - English
Resource type - Journals
eISSN - 2664-2530
pISSN - 1812-125X
DOI - 10.33899/edusj.2010.57975
Subject(s) - computer science , scaling , algorithm , line (geometry) , mathematics , geometry
In this study, a new self-scaling VM algorithm for solving largescale nonlinear unconstrained optimization problems is proposed. The new algorithm is a kind of line search procedure .The local convergence theory for the BFGS matrix implementation of this variable metric is applied to achieve a globally convergent property.Numerical experiments have been done with the standard BFGS algorithm with very promising results.
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