Partial Davidon, Fletcher and Powell (DFP) of quasi newton method for unconstrained optimization | ||
Tikrit Journal of Pure Science | ||
Article 1, Volume 21, Issue 6, October 2016, Pages 180-186 | ||
Authors | ||
Basheer M. Salih; Khalil K. Abbo; Zeyad M. Abdullah | ||
Abstract | ||
The nonlinear Quasi-newton methods is widely used in unconstrained optimization. However, In this paper, we developing new quasi-Newton method for solving unconstrained optimization problems. We consider once quasi-Newton which is (DFP) update formula, namely, Partial DFP. Most of quasi-Newton methods don't always generate a descent search directions, so the descent or sufficient descent condition is usually assumed in the analysis and implementations . Descent property for the suggested method is proved. Finally, the numerical results show that the new method is also very efficient for general unconstrained optimizations. | ||
Keywords | ||
unconstrained Optimization; Davidon; Fletcher and Powell; global convergence | ||
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