A New Transformed Biggs 's Self-Scaling Quasi-Newton Method for Optimization

In our work, we have proposed a new transformation Biggs's self-scaling Quasi-Newton update which is based on the simple idea of approximation for the inverse Hessian matrix. This transformation has implemented both theoretically and numerically and tested on some well-known test cases....

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Main Authors: Basim A. Hassan, Hawraz N. Jabbar
Format: Article
Language:English
Published: Salahaddin University-Erbil 2019-05-01
Series:Zanco Journal of Pure and Applied Sciences
Subjects:
Online Access:https://zancojournals.su.edu.krd/index.php/JPAS/article/view/2858
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spelling doaj-ec129ec7c4644f0e89542eafd52dc7282020-11-25T02:40:48ZengSalahaddin University-ErbilZanco Journal of Pure and Applied Sciences2218-02302412-39862019-05-0131s21510.21271/ZJPAS.31.s2.1A New Transformed Biggs 's Self-Scaling Quasi-Newton Method for OptimizationBasim A. Hassan0Hawraz N. Jabbar1Department of Mathematics, College of Computers Sciences and Mathematics, Mosul UniversityDepartment of Mathematics, College of Sciences, Kirkuk University, Kirkuk, IraqIn our work, we have proposed a new transformation Biggs's self-scaling Quasi-Newton update which is based on the simple idea of approximation for the inverse Hessian matrix. This transformation has implemented both theoretically and numerically and tested on some well-known test cases. Numerical experiments indicate that this transformation is more effective than the standard BFGS-method.https://zancojournals.su.edu.krd/index.php/JPAS/article/view/2858Quasi Newton MethodSelf-Scaling Variable Metric
collection DOAJ
language English
format Article
sources DOAJ
author Basim A. Hassan
Hawraz N. Jabbar
spellingShingle Basim A. Hassan
Hawraz N. Jabbar
A New Transformed Biggs 's Self-Scaling Quasi-Newton Method for Optimization
Zanco Journal of Pure and Applied Sciences
Quasi Newton Method
Self-Scaling Variable Metric
author_facet Basim A. Hassan
Hawraz N. Jabbar
author_sort Basim A. Hassan
title A New Transformed Biggs 's Self-Scaling Quasi-Newton Method for Optimization
title_short A New Transformed Biggs 's Self-Scaling Quasi-Newton Method for Optimization
title_full A New Transformed Biggs 's Self-Scaling Quasi-Newton Method for Optimization
title_fullStr A New Transformed Biggs 's Self-Scaling Quasi-Newton Method for Optimization
title_full_unstemmed A New Transformed Biggs 's Self-Scaling Quasi-Newton Method for Optimization
title_sort new transformed biggs 's self-scaling quasi-newton method for optimization
publisher Salahaddin University-Erbil
series Zanco Journal of Pure and Applied Sciences
issn 2218-0230
2412-3986
publishDate 2019-05-01
description In our work, we have proposed a new transformation Biggs's self-scaling Quasi-Newton update which is based on the simple idea of approximation for the inverse Hessian matrix. This transformation has implemented both theoretically and numerically and tested on some well-known test cases. Numerical experiments indicate that this transformation is more effective than the standard BFGS-method.
topic Quasi Newton Method
Self-Scaling Variable Metric
url https://zancojournals.su.edu.krd/index.php/JPAS/article/view/2858
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