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The modified BFGS method with new secant relation for unconstrained optimization problems | ||
| Computational Methods for Differential Equations | ||
| مقالات آماده انتشار، پذیرفته شده ، انتشار آنلاین از تاریخ 15 آبان 1397 | ||
| نوع مقاله: Research Paper | ||
| نویسندگان | ||
Razie Dehghani  ؛ Mohammad Mehdi Hosseini؛ Narges Bidabadi
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| Faculty of Mathematics, Yazd University, Yazd, Iran | ||
| چکیده | ||
| Using Taylor's series we propose a modi fied secant relation to get a more accurate approximation of the second curvature of the objective function. Then, based on this modi fied secant relation we present a new BFGS method for solving unconstrained optimization problems. The proposed method make use of both gradient and function values while the usual secant relation uses only gradient values. Under appropriate conditions, we show that the proposed method is globally convergent without needing convexity assumption on the objective function. Comparative results show computational effciency of the proposed method in the sense of the Dolan-More performance pro lies. | ||
| کلیدواژهها | ||
| Unconstrained optimization؛ Secant relation؛ Modified BFGS method؛ Global convergence. | ||
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آمار تعداد مشاهده مقاله: 50 |
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