Efficient Solution of Nonlinear Unconstraint Optimization Problems using Quasi-Newton's Method: A Revised Approach
Author(s):
Article Type:
Research/Original Article (دارای رتبه معتبر)
Abstract:
While many real-world optimization problems typically involve multiple constraints, unconstrained problems hold practical and fundamental significance. They can arise directly in specific applications or as transformed versions of constrained optimization problems. Newton's method, a notable numerical technique within the category of line search algorithms, is widely used for function optimization. The search direction and step length play crucial roles in this algorithm. This paper introduces an algorithm aimed at enhancing the step length within the Broyden quasi-Newton process. Additionally, numerical examples are provided to compare the effectiveness of this new method with another approach.
Keywords:
Language:
English
Published:
Control and Optimization in Applied Mathematics, Volume:9 Issue: 1, Winter-Spring 2024
Pages:
49 to 65
https://www.magiran.com/p2723693
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