A new self -scaling VM-algorithm with an adaptive line search

• Autori principali: Abbas. Al-Baiati (Autore), Salah Shareef (Autore), Hamsa Chilmerane (Autore)
• Natura: Libro
• Pubblicazione: College of Education for Pure Sciences, 2010-03-01T00:00:00Z.
• Soggetti: article
• Accesso online: Connect to this object online.

Abstract<br /> In this study, a new self-scaling VM algorithm for solving large-scale nonlinear unconstrained optimization problems is proposed. The new algorithm is a kind of line search procedure .The local convergence theory for the BFGS matrix implementation of this variable metric is appl...