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

Main Article Content

Basim A. Hassan
Hawraz N. Jabbar

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.

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References

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