TY - JOUR
T1 - An improved quasi-Newton equation on the quasi-Newton methods for unconstrained optimizations
AU - Hassan, Basim A.
AU - Muangchoo, Kanikar
AU - Alfara, Fadhil
AU - Ibrahim, Abdulkarim Hassan
AU - Abubakar, Auwal Bala
N1 - Funding Information:
The first author is grateful to the University of Mosul/College of Computers Sciences and Mathematics for their provided facilities, which helped to improve the quality of this work. The second author acknowledge the financial support of her institution (Rajamangala University of Technology). The last author acknowledge with thanks, the Department of Mathematics and Applied Mathematics at the Sefako Makgatho Health Sciences University.
Publisher Copyright:
© 2020 Institute of Advanced Engineering and Science. All rights reserved.
PY - 2020/5
Y1 - 2020/5
N2 - Quasi-Newton methods are a class of numerical methods for solving the problem of unconstrained optimization. To improve the overall efficiency of resulting algorithms, we use the quasi-Newton methods which is interesting for quasi-Newton equation. In this manuscript, we present a modified BFGS update formula based on the new quasi-Newton equation, which give a new search direction for solving unconstrained optimizations proplems. We analyse the convergence rate of quasi-Newton method under some mild condition. Numerical experiments are conducted to demonstrate the efficiency of new methods using some test problems. The results indicates that the proposed method is competitive compared to the BFGS methods as it yielded fewer iteration and fewer function evaluations.
AB - Quasi-Newton methods are a class of numerical methods for solving the problem of unconstrained optimization. To improve the overall efficiency of resulting algorithms, we use the quasi-Newton methods which is interesting for quasi-Newton equation. In this manuscript, we present a modified BFGS update formula based on the new quasi-Newton equation, which give a new search direction for solving unconstrained optimizations proplems. We analyse the convergence rate of quasi-Newton method under some mild condition. Numerical experiments are conducted to demonstrate the efficiency of new methods using some test problems. The results indicates that the proposed method is competitive compared to the BFGS methods as it yielded fewer iteration and fewer function evaluations.
KW - Global convergence property
KW - Numerical experiments
KW - Quasi-Newton equation
KW - Unconstrained optimizations
UR - http://www.scopus.com/inward/record.url?scp=85105872716&partnerID=8YFLogxK
U2 - 10.11591/ijeecs.v22.i2.pp389-397
DO - 10.11591/ijeecs.v22.i2.pp389-397
M3 - Article
AN - SCOPUS:85105872716
SN - 2502-4752
VL - 22
SP - 389
EP - 397
JO - Indonesian Journal of Electrical Engineering and Computer Science
JF - Indonesian Journal of Electrical Engineering and Computer Science
IS - 2
ER -