Modified BFGS Update (H-Version) Based on the Determinant Property of Inverse of Hessian Matrix for Unconstrained Optimization

The study presents the modification of the Broyden-Flecher-Goldfarb-Shanno (BFGS) update (H-Version) based on the determinant property of inverse of Hessian matrix (second derivative of the objective function), via updating of the vector s ( the difference between the next solution and the current...

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Bibliographic Details
Main Author: Saad Shakir Mahmood
Format: Article
Language:Arabic
Published: College of Science for Women, University of Baghdad 2020-09-01
Series:Baghdad Science Journal
Subjects:
Online Access:http://bsj.uobaghdad.edu.iq/index.php/BSJ/article/view/3672