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BFGS UPDATE FOR UNCONSTRAINED OPTIMIZATION | ||
| Journal of College of Education | ||
| Article 1, Volume 0, Issue 1, 2017, Pages 439-450 | ||
| Authors | ||
| Saad Shakir Mahmood; Ali Ibraheem Mansour; Balasim Taha Abdlrazak | ||
| Abstract | ||
| In this paper, we propose the α-BFGS update. We show that under certain circumstances this α-BFGS update preserve the value of the determinant of Hessian matrix (second derivative of the objective function). This property guarantees the non-singularity (does not near zero) of the Hessian matrix for a high dimensional problems. Our numerical results support this claim and also indicate that the α-BFGS update may be competitive with the BFGS update in general | ||
| Keywords | ||
| unconstrained Optimization; Quasi; Newton methods; Superlinear convergence | ||
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