A new class of self-scaling for quasi-newton method based on the quadratic model

Basim A. Hassan, Ranen M. Sulaiman

Abstract


Quasi-Newton method is an efficient method for solving unconstrained optimization problems. Self-scaling is one of the common approaches in the modification of the quasi-Newton method. A large variety of self-scaling of quasi-Newton methods is very well known. In this paper, based on quadratic function we derive the new self-scaling of quasi-Newton method and study the convergence property. Numerical results on the collection of problems showed the self-scaling of quasi-Newton methods which improves overall numerical performance for BFGS method.

Keywords


Global convergence; Self-scaling quasi-newton; Unconstrained optimization



DOI: http://doi.org/10.11591/ijeecs.v21.i3.pp%25p
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