An improved quasi-Newton equation on the quasi-Newton methods for unconstrained optimizations

Basim A. Hassan, Kanikar Muangchoo*, Fadhil Alfara, Abdulkarim Hassan Ibrahim, Auwal Bala Abubakar

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

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.

Original languageEnglish
Pages (from-to)389-397
Number of pages9
JournalIndonesian Journal of Electrical Engineering and Computer Science
Volume22
Issue number2
DOIs
Publication statusPublished - May 2020
Externally publishedYes

Keywords

  • Global convergence property
  • Numerical experiments
  • Quasi-Newton equation
  • Unconstrained optimizations

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