A new class of quasi-Newton updating formulas for unconstrained optimization

被引:12
|
作者
Hassan, Basim A. [1 ]
Kahya, Mohammed Abdulrazaq [2 ]
机构
[1] Univ Mosul, Coll Comp Sci & Math, Dept Math, Mosul, Iraq
[2] Univ Mosul, Coll Educ Pure Sci, Dept Comp Sci, Mosul, Iraq
关键词
Quasi-Newton methods; Extend quasi-Newton equations; Convergence properties; MODIFIED BFGS METHOD; CONVERGENCE;
D O I
10.1080/09720502.2021.1961980
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Problems of sciences concerned with minimizing an objective function that depends on real values without restrictions on there is called unconstrained optimization problems. Quasi-Newton methods are one of the most common approaches to solve unconstrained optimization problems. Mainly, the quasi-Newton equation is the focus of quasi-Newton methods. In this paper, we extended the quasi-Newton equation introduced by Razieh et al. [1] and some new quasi-Newton methods are presented. The convergence behaviors of the proposed methods were debated. It is worth mentioning that the proposed method is proved better in performance over other competitive methods and it's able to solve unconstrained optimization problems.
引用
收藏
页码:2355 / 2366
页数:12
相关论文
共 50 条
  • [21] PARALLEL QUASI-NEWTON METHODS FOR UNCONSTRAINED OPTIMIZATION
    BYRD, RH
    SCHNABEL, RB
    SHULTZ, GA
    MATHEMATICAL PROGRAMMING, 1988, 42 (02) : 273 - 306
  • [22] New Self-scaling Quasi-Newton methods for unconstrained optimization
    Moghrabi, Issam A. R.
    Hassan, Basim A.
    Askar, Aadil
    INTERNATIONAL JOURNAL OF MATHEMATICS AND COMPUTER SCIENCE, 2022, 17 (03): : 1061 - 1077
  • [23] A New Diagonal Quasi-Newton Updating Method With Scaled Forward Finite Differences Directional Derivative for Unconstrained Optimization
    Andrei, Neculai
    NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION, 2019, 40 (13) : 1467 - 1488
  • [24] IMPROVED DAMPED QUASI-NEWTON METHODS FOR UNCONSTRAINED OPTIMIZATION
    Al-Baali, M.
    Grandinetti, L.
    PACIFIC JOURNAL OF OPTIMIZATION, 2019, 15 (01): : 45 - 54
  • [25] Global convergence of quasi-Newton methods for unconstrained optimization
    Han, LX
    Liu, GH
    CHINESE SCIENCE BULLETIN, 1996, 41 (07): : 529 - 533
  • [26] A family of quasi-Newton methods for unconstrained optimization problems
    Salim, M. S.
    Ahmed, A. I.
    OPTIMIZATION, 2018, 67 (10) : 1717 - 1727
  • [27] Global convergence of quasi-Newton methods for unconstrained optimization
    韩立兴
    刘光辉
    ChineseScienceBulletin, 1996, (07) : 529 - 533
  • [28] A new accelerated diagonal quasi-Newton updating method with scaled forward finite differences directional derivative for unconstrained optimization
    Andrei, Neculai
    OPTIMIZATION, 2021, 70 (02) : 345 - 360
  • [29] A quasi-Newton trust region method with a new conic model for the unconstrained optimization
    Lu, Xiaoping
    Ni, Qin
    APPLIED MATHEMATICS AND COMPUTATION, 2008, 204 (01) : 373 - 384
  • [30] A new conjugate gradient method based on Quasi-Newton equation for unconstrained optimization
    Li, Xiangli
    Shi, Juanjuan
    Dong, Xiaoliang
    Yu, Jianglan
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2019, 350 : 372 - 379