A Modified Globally Convergent Self-Scaling BFGS Algorithm for Unconstrained Optimization
Author(s) -
Abbas Al-Bayati,
Basim A. Hassan,
Sawsan S. Ismael
Publication year - 2012
Publication title -
mağallaẗ al-tarbiyaẗ wa-al-ʻilm
Language(s) - English
Resource type - Journals
eISSN - 2664-2530
pISSN - 1812-125X
DOI - 10.33899/edusj.2012.59195
Subject(s) - broyden–fletcher–goldfarb–shanno algorithm , hessian matrix , quasi newton method , mathematical optimization , scaling , algorithm , line search , inverse , matrix (chemical analysis) , computer science , mathematics , newton's method , computer network , physics , geometry , asynchronous communication , computer security , materials science , nonlinear system , quantum mechanics , radius , composite material
In this paper, a modified globally convergent self-scaling BFGS algorithm for solving convex unconstrained optimization problems was investigated in which it employs exact line search strategy and the inverse Hessian matrix approximations were positive definite. Experimental results indicate that the new proposed algorithm was more efficient than the standard BFGSalgorithm.
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