Efficient Solution of Nonlinear Unconstraint Optimization Problems using Quasi-Newton's Method‎: ‎A Revised Approach

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Alimorad Hajar

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Journal Paper

Paper Information

Journal: CONTROL AND OPTIMIZATION IN APPLIED MATHEMATICS Year:2024 | Volume:9 | Issue:1 Page(s): 49-65

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Information Journal Paper

Title

Efficient Solution of Nonlinear Unconstraint Optimization Problems using Quasi-Newton's Method‎: ‎A Revised Approach

Author(s)

Alimorad Hajar | Issue Writer Certificate

Keywords

Optimization

‎Hessian matrix‎

Quasi-Newton method‎

Constrained and unconstrained problems

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.

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