Open AccessAn improved quasi-Newton equation on the quasi-Newton methods for unconstrained optimizations
Author(s) -
Basim A. Hassan,
Kanikar Muangchoo,
Fadhil Alfarag,
Abdulkarim Hassan Ibrahim,
Auwal Bala Abubakar
Publication year - 2021
Publication title -
indonesian journal of electrical engineering and computer science
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.241
H-Index - 17
eISSN - 2502-4760
pISSN - 2502-4752
DOI - 10.11591/ijeecs.v22.i2.pp997-1005
Subject(s) - broyden–fletcher–goldfarb–shanno algorithm , newton's method , quasi newton method , mathematics , convergence (economics) , rate of convergence , mathematical optimization , algorithm , computer science , nonlinear system , physics , key (lock) , computer network , asynchronous communication , quantum mechanics , economics , economic growth , computer security
Quasi-Newton methods are a class of numerical methods for solving the problem of unconstrained optimization. To improve the overall efficiency of resulting algorithms, we use the quasi-Newton methods which is interesting for quasi-Newton equation. In this manuscript, we present a modified BFGS update formula based on the new quasi-Newton equation, which give a new search direction for solving unconstrained optimizations proplems. We analyse the convergence rate of quasi-Newton method under some mild condition. Numerical experiments are conducted to demonstrate the efficiency of new methods using some test problems. The results indicates that the proposed method is competitive compared to the BFGS methods as it yielded fewer iteration and fewer function evaluations.