Partial Davidon, Fletcher and Powell (DFP) of quasi newton method for unconstrained optimization

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 meth...

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Bibliographic Details
Main Authors: Basheer M. Salih, Khalil K. Abbo, Zeyad M. Abdullah
Format: Article
Language:English
Published: Tikrit University 2023-02-01
Series:Tikrit Journal of Pure Science
Subjects:
Online Access:https://tjpsj.org/index.php/tjps/article/view/1099
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Summary: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.
ISSN:1813-1662
2415-1726