A Modified Globally Convergent Self-Scaling BFGS Algorithm for Unconstrained Optimization
Autor: | Abbas Y. AL-Bayati, Basim A. Hassan, Sawsan S. Ismael |
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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 |
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