A Modified Globally Convergent Self-Scaling BFGS Algorithm for Unconstrained Optimization

Abstract<br /> In this paper, a modified globally convergent self-scaling BFGS algorithm for solving convex unconstrained optimization problems was investigated in which it employs exact line search strategy and the inverse Hessian matrix approximations were positive definite. Experimental res...

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Main Authors: Abbas Y. AL-Bayati, Basim A. Hassan, Sawsan S. Ismael
Format: Article
Language:Arabic
Published: College of Education for Pure Sciences 2012-09-01
Series:مجلة التربية والعلم
Subjects:
Online Access:https://edusj.mosuljournals.com/article_59195_bbe78ef9aab43bf069260e531c2bdba2.pdf
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author Abbas Y. AL-Bayati
Basim A. Hassan
Sawsan S. Ismael
author_facet Abbas Y. AL-Bayati
Basim A. Hassan
Sawsan S. Ismael
author_sort Abbas Y. AL-Bayati
collection DOAJ
description Abstract<br /> In this paper, a modified globally convergent self-scaling BFGS algorithm for solving convex unconstrained optimization problems was investigated in which it employs exact line search strategy and the inverse Hessian matrix approximations were positive definite. Experimental results indicate that the new proposed algorithm was more efficient than the standard BFGS- algorithm.
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spelling doaj.art-6f381687ee6e45f980ed038859e96ed72022-12-22T01:24:56ZaraCollege of Education for Pure Sciencesمجلة التربية والعلم1812-125X2664-25302012-09-01253546110.33899/edusj.2012.5919559195A Modified Globally Convergent Self-Scaling BFGS Algorithm for Unconstrained OptimizationAbbas Y. AL-BayatiBasim A. HassanSawsan S. IsmaelAbstract<br /> In this paper, a modified globally convergent self-scaling BFGS algorithm for solving convex unconstrained optimization problems was investigated in which it employs exact line search strategy and the inverse Hessian matrix approximations were positive definite. Experimental results indicate that the new proposed algorithm was more efficient than the standard BFGS- algorithm.https://edusj.mosuljournals.com/article_59195_bbe78ef9aab43bf069260e531c2bdba2.pdfbfgs algorithmunconstrained optimizationhessian matrix
spellingShingle Abbas Y. AL-Bayati
Basim A. Hassan
Sawsan S. Ismael
A Modified Globally Convergent Self-Scaling BFGS Algorithm for Unconstrained Optimization
مجلة التربية والعلم
bfgs algorithm
unconstrained optimization
hessian matrix
title A Modified Globally Convergent Self-Scaling BFGS Algorithm for Unconstrained Optimization
title_full A Modified Globally Convergent Self-Scaling BFGS Algorithm for Unconstrained Optimization
title_fullStr A Modified Globally Convergent Self-Scaling BFGS Algorithm for Unconstrained Optimization
title_full_unstemmed A Modified Globally Convergent Self-Scaling BFGS Algorithm for Unconstrained Optimization
title_short A Modified Globally Convergent Self-Scaling BFGS Algorithm for Unconstrained Optimization
title_sort modified globally convergent self scaling bfgs algorithm for unconstrained optimization
topic bfgs algorithm
unconstrained optimization
hessian matrix
url https://edusj.mosuljournals.com/article_59195_bbe78ef9aab43bf069260e531c2bdba2.pdf
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AT sawsansismael amodifiedgloballyconvergentselfscalingbfgsalgorithmforunconstrainedoptimization
AT abbasyalbayati modifiedgloballyconvergentselfscalingbfgsalgorithmforunconstrainedoptimization
AT basimahassan modifiedgloballyconvergentselfscalingbfgsalgorithmforunconstrainedoptimization
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