Enhancements Self-Scaling Quasi-Newton for Unconstrained Optimization
A self-scaling for the quasi-Newton tecnique is derive by using a second_order Taylor's expansion to achieve optimal computational performance. Following this, new updating formulas for the quasi-Newton method are introduced based on the newly derived self-scaling equation. The numerical results confirm this derivation and suggest that the new method could potentially rival the BFGS method in terms of performance.
Authors
- Basim A. Hassan (ORCID: https://orcid.org/0000-0003-3510-9818)
Publication Details
- Journal
- Advances in Nonlinear Variational Inequalities
- Published
- 2024-08-23
- DOI
- https://doi.org/10.52783/anvi.v27.974
- Primary Topic
- Advanced Optimization Algorithms Research
- Type
- article
- Field-Weighted Citation Impact
- 0.00