On Limited Memory Self-Scaling VM-Algorithms for Unconstrained Optimization
Author(s) -
Abbas Al-Bayati,
Omar B. Mohammed,
Muna M. Mohammed Ali
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.2010.58394
Subject(s) - broyden–fletcher–goldfarb–shanno algorithm , scaling , curse of dimensionality , algorithm , computer science , mathematical optimization , mathematics , artificial intelligence , geometry , computer network , asynchronous communication
In this paper, we have investigated a new scaling parameter in the standard memoryless L-BFGS algorithm. This new consideration is compared with the standard L-BFGS method under the assumption of the L-BFGS method with m=3, and by using ten nonlinear different dimensionality test problems. The new modification performs very effective numerical results compared with the standard algorithm.
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