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Fadhil Alfarag
University of Birmingham

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An improved quasi-Newton equation on the quasi-Newton methods for unconstrained optimizations Basim Abbas Hassan; Kanikar Muangchoo; Fadhil Alfarag; Abdulkarim Hassan Ibrahim; Auwal Bala Abubakar
Indonesian Journal of Electrical Engineering and Computer Science Vol 22, No 2: May 2021
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/ijeecs.v22.i2.pp997-1005

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.
Co-Authors Abdulkarim Hassan Ibrahim Auwal Bala Abubakar Basim Abbas Hassan Kanikar Muangchoo