A New Transformed Biggs 's Self-Scaling Quasi-Newton Method for Optimization
In our work, we have proposed a new transformation Biggs's self-scaling Quasi-Newton update which is based on the simple idea of approximation for the inverse Hessian matrix. This transformation has implemented both theoretically and numerically and tested on some well-known test cases. Numerical experiments indicate that this transformation is more effective than the standard BFGS-method.
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