New Variable Metric Algorithm by The Mean of 2nd Order Quasi-Newton Condition
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 repo...
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| Format: | Article |
| Language: | English |
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Mosul University
2011-12-01
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| Series: | Al-Rafidain Journal of Computer Sciences and Mathematics |
| Subjects: | |
| Online Access: | https://csmj.mosuljournals.com/article_163639_0f5e8abe7cb9fc232511edb0b6a76e39.pdf |
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| _version_ | 1849738346143678464 |
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| author | Abbas Al-Bayati Runak Abdullah |
| author_facet | Abbas Al-Bayati Runak Abdullah |
| author_sort | Abbas Al-Bayati |
| collection | DOAJ |
| description | 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). |
| format | Article |
| id | doaj-art-cea933cad978471ca5db80da2c277dde |
| institution | DOAJ |
| issn | 1815-4816 2311-7990 |
| language | English |
| publishDate | 2011-12-01 |
| publisher | Mosul University |
| record_format | Article |
| series | Al-Rafidain Journal of Computer Sciences and Mathematics |
| spelling | doaj-art-cea933cad978471ca5db80da2c277dde2025-08-20T03:06:37ZengMosul UniversityAl-Rafidain Journal of Computer Sciences and Mathematics1815-48162311-79902011-12-0182354110.33899/csmj.2011.163639163639New Variable Metric Algorithm by The Mean of 2nd Order Quasi-Newton ConditionAbbas Al-Bayati0Runak Abdullah1College of Computer Sciences and Mathematics University of Mosul, Mosul, IraqCollege of Science University of SuleimaniIn 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).https://csmj.mosuljournals.com/article_163639_0f5e8abe7cb9fc232511edb0b6a76e39.pdfunconstrained optimizationquasi-newton conditioninexact line search |
| spellingShingle | Abbas Al-Bayati Runak Abdullah New Variable Metric Algorithm by The Mean of 2nd Order Quasi-Newton Condition Al-Rafidain Journal of Computer Sciences and Mathematics unconstrained optimization quasi-newton condition inexact line search |
| title | New Variable Metric Algorithm by The Mean of 2nd Order Quasi-Newton Condition |
| title_full | New Variable Metric Algorithm by The Mean of 2nd Order Quasi-Newton Condition |
| title_fullStr | New Variable Metric Algorithm by The Mean of 2nd Order Quasi-Newton Condition |
| title_full_unstemmed | New Variable Metric Algorithm by The Mean of 2nd Order Quasi-Newton Condition |
| title_short | New Variable Metric Algorithm by The Mean of 2nd Order Quasi-Newton Condition |
| title_sort | new variable metric algorithm by the mean of 2nd order quasi newton condition |
| topic | unconstrained optimization quasi-newton condition inexact line search |
| url | https://csmj.mosuljournals.com/article_163639_0f5e8abe7cb9fc232511edb0b6a76e39.pdf |
| work_keys_str_mv | AT abbasalbayati newvariablemetricalgorithmbythemeanof2ndorderquasinewtoncondition AT runakabdullah newvariablemetricalgorithmbythemeanof2ndorderquasinewtoncondition |