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Modified shifted variable metric algorithms for solving unconstrained minimization problems | ||
| Journal of Education and Science | ||
| Article 9, Volume 23, Issue 3, 2010, Pages 70-92 PDF (0 K) | ||
| DOI: 10.33899/edusj.2010.58398 | ||
| Authors | ||
| Abbas Y. AL-Bayati* ; Basim A. Hassan* | ||
| Abstract | ||
| Abstract In this paper, we propose a modified version of the shifted VM algorithms where the matrices have the form where and are symmetric positive semi definite matrices, usually , is obtained from to satisfy the shifted modified quasi-Newton condition ,we consider our new QN-condition the form , where , and we derive of the modified algorithms. Experimental results indicate that the new proposed algorithms were efficient than the both standard BFGS & the shifted BFGS- algorithms. | ||
| Keywords | ||
| variable metric algorithms; solving unconstrained minimization; new QN-condition | ||
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