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Using the Update of Conditional BFGS in Constrained Optimization | ||
| AL-Rafidain Journal of Computer Sciences and Mathematics | ||
| Article 20, Volume 6, Issue 2, 2009, Pages 11-20 PDF (336.62 K) | ||
| Document Type: Research Paper | ||
| DOI: 10.33899/csmj.2009.163812 | ||
| Authors | ||
| Abbas Y. Al-Bayati1; Ban Ahmed Mitras2 | ||
| 1College of Computer Sciences and Mathematics University of Mosul, Mosul, Iraq | ||
| 2College of Computer Sciences and Mathematics University of Mosul, Iraq | ||
| Abstract | ||
| In this paper, we have used one of the preconditioned conjugate gradient algorithm with the Quasi – Newton approximation; namely the BFGS preconditioned algorithm which was suggested by (AL-Bayati and Aref, 2001). In this paper we have suggested a new algorithm for constrained optimization with robust numerical results, for solving constrained optimization problems. | ||
| Keywords | ||
| constrained optimization; QN-Condition; BFGS Update | ||
|
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