A new variants of quasi-newton equation based on the quadratic function for unconstrained optimization

Basim Abbas Hassan, Mohammed W. Taha

Abstract


The focus for quasi-Newton methods is the quasi-Newton equation. A new quasi-Newton equation is derived for quadratic function. Then, based on this new quasi-Newton equation, a new quasi-Newton updating formulas are presented. Under appropriate conditions, it is shown that the proposed method is globally convergent. Finally, some numerical experiments are reported which verifies the effectiveness of the new method.


Keywords


Global convergence; New quasi-Newton equation; Quasi-Newton methods

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DOI: http://doi.org/10.11591/ijeecs.v19.i2.pp701-708

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Indonesian Journal of Electrical Engineering and Computer Science (IJEECS)
p-ISSN: 2502-4752, e-ISSN: 2502-4760
This journal is published by the Institute of Advanced Engineering and Science (IAES) in collaboration with Intelektual Pustaka Media Utama (IPMU).

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