A modified globally convergent self-scaling BFGS algorithm for unconstrained optimization

Joint Authors

al-Bayati, Abbas Y.
Hasan, Basim A.
Ismail, Sawsan S.

Source

al-Tarbiyah wa-al-Ilm : Majallat ilmiyah lil-Buhuth al-Ilmiyah al-Asasiyah

Issue

Vol. 25, Issue 3 (30 Sep. 2012), pp.54-61, 8 p.

Publisher

University of Mosul College of Education for Pure Science

Publication Date

2012-09-30

Country of Publication

Iraq

No. of Pages

8

Main Subjects

Mathematics

Topics

Abstract AR

في هذا البحث تم التقصي في خوارزمية مطورة ل BFGS ذاتي القياس و ذات التقارب الشامل في حل مسائل الأمثلية المحدبة و باستعمال خطوط بحث تامة و جميع التقريبات لمعكوس مصفوفة هسي موجبة التعريف.

النتائج العددية أثبتت كفاءة الخوارزمية المقترحة مقارنة بخوارزمية – BFGS القياسية.

Abstract EN

In this paper, a modified globally convergent self-scaling BFGS algorithm for solving convex unconstrained optimization problems was investigated in which it employs exact line search strategy and the inverse Hessian matrix approximations were positive definite.

Experimental results indicate that the new proposed algorithm was more efficient than the standard BFGS-algorithm.

American Psychological Association (APA)

al-Bayati, Abbas Y.& Hasan, Basim A.& Ismail, Sawsan S.. 2012. A modified globally convergent self-scaling BFGS algorithm for unconstrained optimization. al-Tarbiyah wa-al-Ilm : Majallat ilmiyah lil-Buhuth al-Ilmiyah al-Asasiyah،Vol. 25, no. 3, pp.54-61.
https://search.emarefa.net/detail/BIM-322774

Modern Language Association (MLA)

Ismail, Sawsan S.…[et al.]. A modified globally convergent self-scaling BFGS algorithm for unconstrained optimization. al-Tarbiyah wa-al-Ilm : Majallat ilmiyah lil-Buhuth al-Ilmiyah al-Asasiyah Vol. 25, no. 3 (2012), pp.54-61.
https://search.emarefa.net/detail/BIM-322774

American Medical Association (AMA)

al-Bayati, Abbas Y.& Hasan, Basim A.& Ismail, Sawsan S.. A modified globally convergent self-scaling BFGS algorithm for unconstrained optimization. al-Tarbiyah wa-al-Ilm : Majallat ilmiyah lil-Buhuth al-Ilmiyah al-Asasiyah. 2012. Vol. 25, no. 3, pp.54-61.
https://search.emarefa.net/detail/BIM-322774

Data Type

Journal Articles

Language

English

Notes

Includes appendix : p. 60-61

Record ID

BIM-322774