A new modification into Quasi-Newton equation for solving unconstrained optimization problems.

Autor: Hassan, Basim A., Taha, Mohammed W., Kadoo, Farah H., Mohammed, Sulaiman Ibrahim
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Zdroj: AIP Conference Proceedings; 2022, Vol. 2394 Issue 1, p1-9, 9p
Abstrakt: One of the most common problems with quasi-Newton methods is how to select the suitable quasi-Newton equation while operating the algorithm. In this paper, a new modification Quasi-Newton equation is proposed based on recent quasi-Newton equation of the Biglari et.al. method. Theoretical analyses and numerical computations using standard functions, as well as comparison with Broyden-Fletcher-Goldfarb-Shanno (BFGS) show that the proposed new type is globally convergent and computationally efficient. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index