A new class of self-scaling for quasi-newton method based on the quadratic model
Basim A. Hassan, Ranen M. Sulaiman
Abstract
<span id="docs-internal-guid-a04d8b24-7fff-eaad-9449-fe4b2527904b"><span>Quasi-Newton method is an efficient method for solving unconstrained optimization problems. Self-scaling is one of the common approaches in the modification of the quasi-Newton method. A large variety of self-scaling of quasi-Newton methods is very well known. In this paper, based on quadratic function we derive the new self-scaling of quasi-Newton method and study the convergence property. Numerical results on the collection of problems showed the self-scaling of quasi-Newton methods which improves overall numerical performance for BFGS method.</span></span>
Topics & Concepts
ScalingBroyden–Fletcher–Goldfarb–Shanno algorithmQuadratic equationQuasi-Newton methodConvergence (economics)Quadratic functionNewton's methodSpan (engineering)MathematicsApplied mathematicsClass (philosophy)Function (biology)Quadratic modelComputer scienceMathematical optimizationNonlinear systemPhysicsGeometryArtificial intelligenceResponse surface methodologyEngineeringEvolutionary biologyBiologyAsynchronous communicationComputer networkEconomic growthCivil engineeringEconomicsStatisticsQuantum mechanicsAdvanced Optimization Algorithms ResearchIterative Methods for Nonlinear EquationsMatrix Theory and Algorithms