- All Journals
- Al-Qadisiyah University
- Basrah University
- Kirkuk University
- Mosul University
- The Iraqi Borad for Medical Specialization
- University of Anbar
- University of Technology
- Al Mustafa University
- Al-Zahraa University for Women
- Alnoor University
- Kunooz University
- Misan University
- Ninevah University
- Tikrit University
- University of Al-Hamdaniya
- University of Kerbala
New Variable Metric Algorithm by The Mean of 2nd Order Quasi-Newton Condition | ||
| AL-Rafidain Journal of Computer Sciences and Mathematics | ||
| Article 3, Volume 8, Issue 2, 2011, Pages 35-41 PDF (331.94 K) | ||
| Document Type: Research Paper | ||
| DOI: 10.33899/csmj.2011.163639 | ||
| Authors | ||
| Abbas Y. Al-Bayati1; Runak M. Abdullah2 | ||
| 1College of Computer Sciences and Mathematics University of Mosul, Mosul, Iraq | ||
| 2College of Science University of Suleimani | ||
| Abstract | ||
| In this paper a new class of Quasi-Newton update for solving unconstrained nonlinear optimization problem is proposed. In this work we suggested a new formula for the variable metric update with a new quasi-Newton condition used for the symmetric rank two formula. Finally, a numerical study is reported in which the performance of this new algorithm is compared to that of various members of the unmodified family. Numerical experiments indicate that this new algorithm is effective and superior to the standard BFGS and DFP algorithms, with respect to the number of functions evaluations (NOF) and number of iterations (NOI). | ||
| Keywords | ||
| unconstrained Optimization; Quasi-Newton Condition; inexact line search | ||
|
Statistics Article View: 304 PDF Download: 252 |
||