A Modified Globally Convergent Self-Scaling BFGS Algorithm for Unconstrained Optimization

Autor: Abbas Y. AL-Bayati, Basim A. Hassan, Sawsan S. Ismael
Jazyk: Arabic<br />English
Rok vydání: 2012
Předmět:
Zdroj: مجلة التربية والعلم, Vol 25, Iss 3, Pp 54-61 (2012)
Druh dokumentu: article
ISSN: 1812-125X
2664-2530
DOI: 10.33899/edusj.2012.59195
Popis: Abstract 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 BFGS- algorithm.
Databáze: Directory of Open Access Journals