Self-scaling variable metric in constrained optimization

Abstract EN

In this paper, we investigated of a new self-scaling by use quasi-Newton method and conjugate gradient method.

The new algorithm satisfies a quasi-newton condition and mutually conjugate, and practically proved its efficiency when compared with the well-known algorithms in this domain, by depending on efficiency measure, number of function, number of iteration, and number of constrained, NOF, NOI and NOC.