A new self-scaling VM-algorithm with an adaptive line search

الملخص EN

In this study, a new self-scaling VM algorithm for solving largescale nonlinear unconstrained optimization problems is proposed.

The new algorithm is a kind of line search procedure .The local convergence theory for the BFGS matrix implementation of this variable metric is applied to achieve a globally convergent property.

Numerical experiments have been done with the standard BFGS algorithm with very promising results.