New variable metric algorithm by the mean of 2nd order quasi-newton condition
Joint Authors
al-Bayati, Abbas Y.
Abd Allah, Runak M.
Source
al- Rafidain Journal of Computer Sciences and Mathematics
Issue
Vol. 8, Issue 2 (31 Dec. 2011), pp.35-41, 7 p.
Publisher
University of Mosul College of Computer Science and Mathematics
Publication Date
2011-12-31
Country of Publication
Iraq
No. of Pages
7
Main Subjects
Topics
Abstract AR
في هذا البحث تم اقتراح نوع جديد من خوارزميات المتري المتغير لحل المسائل غير الخطية في الأمثلية غير المقيدة.
في هذا العمل تم اقتراح صيغة جديدة للمتري المتغير التي تحقق شرط جديد بصيغة QN لصيغة مماثلة من الرتبة الثانية. و أخيرا تم حساب النتائج العددية مع التأثير على أن الخوارزمية الجديدة كفوءة مقارنة مع الخوارزميات المتماثلة في العائلة.
التجاري العددية أثبتت أن الخوارزمية الجديدة كفوءة مع خوارزميتي BFGS و DFP بالاعتماد على مقاييس الدوال و التكرارات.
Abstract EN
In this paper a new class of Quasi-Newton update for solving unconstrained nonlinear optimization problem is proposed.
In this work we suggested a new formula for the variable metric update with a new quasi-Newton condition used for the symmetric rank two formula Finally, a numerical study is reported in which the performance of this new algorithm is compared to that of various members of the unmodified family.
Numerical experiments indicate that this new algorithm is effective and superior to the standard BFGS and DFP algorithms, with respect to the number of functions evaluations (NOF) and number of iterations (NOI).
American Psychological Association (APA)
al-Bayati, Abbas Y.& Abd Allah, Runak M.. 2011. New variable metric algorithm by the mean of 2nd order quasi-newton condition. al- Rafidain Journal of Computer Sciences and Mathematics،Vol. 8, no. 2, pp.35-41.
https://search.emarefa.net/detail/BIM-321847
Modern Language Association (MLA)
al-Bayati, Abbas Y.& Abd Allah, Runak M.. New variable metric algorithm by the mean of 2nd order quasi-newton condition. al- Rafidain Journal of Computer Sciences and Mathematics Vol. 8, no. 2 (2011), pp.35-41.
https://search.emarefa.net/detail/BIM-321847
American Medical Association (AMA)
al-Bayati, Abbas Y.& Abd Allah, Runak M.. New variable metric algorithm by the mean of 2nd order quasi-newton condition. al- Rafidain Journal of Computer Sciences and Mathematics. 2011. Vol. 8, no. 2, pp.35-41.
https://search.emarefa.net/detail/BIM-321847
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 41
Record ID
BIM-321847