A New Transformed Biggs 's Self-Scaling Quasi-Newton Method for Optimization

  • Basim A. Hassan Department of Mathematics, College of Computers Sciences and Mathematics, Mosul University
  • Hawraz N. Jabbar Department of Mathematics, College of Sciences, Kirkuk University, Kirkuk, Iraq
Keywords: Quasi Newton Method,Self-Scaling Variable Metric,Global convergence

Abstract

          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.

References

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Published
2019-05-12
How to Cite
Hassan, B., and H. Jabbar. “A New Transformed Biggs ’s Self-Scaling Quasi-Newton Method for Optimization”. ZANCO Journal of Pure and Applied Sciences, Vol. 31, no. 2, May 2019, pp. 1-5, doi:10.21271/ZJPAS.31.s2.1.