[PDF][PDF] An improved quasi-Newton equation on the quasi-Newton methods for unconstrained optimizations

BA Hassan, K Muangchoo, F Alfarag… - Indonesian Journal of …, 2021 - academia.edu
Indonesian Journal of Electrical Engineering and Computer Science, 2021academia.edu
Quasi-Newton methods are a class of numerical methods for solving the problem of
unconstrained optimization. To improve the overall efficiency of resulting algorithms, we use
the quasi-Newton methods which is interesting for quasi-Newton equation. In this
manuscript, we present a modified BFGS update formula based on the new quasi-Newton
equation, which give a new search direction for solving unconstrained optimizations
proplems. We analyse the convergence rate of quasi-Newton method under some mild …
Quasi-Newton methods are a class of numerical methods for solving the problem of unconstrained optimization. To improve the overall efficiency of resulting algorithms, we use the quasi-Newton methods which is interesting for quasi-Newton equation. In this manuscript, we present a modified BFGS update formula based on the new quasi-Newton equation, which give a new search direction for solving unconstrained optimizations proplems. We analyse the convergence rate of quasi-Newton method under some mild condition. Numerical experiments are conducted to demonstrate the efficiency of new methods using some test problems. The results indicates that the proposed method is competitive compared to the BFGS methods as it yielded fewer iteration and fewer function evaluations.
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