A new class of self-scaling for quasi-newton method based on the quadratic model
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
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PDFDOI: http://doi.org/10.11591/ijeecs.v21.i3.pp1830-1836
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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).