Using a Modified Secant Equation for Unconstrained Optimization

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DEHGHANI R.; HOSSEINI M.M.

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Paper Information

Journal: JOURNAL OF MATHEMATICAL EXTENSION Year:2019 | Volume:13 | Issue:1 Page(s): 103-116

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Title

Using a Modified Secant Equation for Unconstrained Optimization

Author(s)

DEHGHANI R. | HOSSEINI M.M. | Issue Writer Certificate

Keywords

Unconstrained optimization

modified se cant equation

BFGS method

Abstract

We make some ecient modications on the modied secant equation proposed by Zhangand Xu (2001). Then we introduce modied BFGS method using propose secant equation, and obtain some attractive results in theory and practice. We establish the global con-vergence property of the proposed method without convexity assumption on the objectivefunction. Numerical results on some testing problems from CUTEr collection show the pri-ority of the proposed method to some existing modied secant methods in practice.

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APA: Copy

DEHGHANI, R., & HOSSEINI, M.M.. (2019). Using a Modified Secant Equation for Unconstrained Optimization. JOURNAL OF MATHEMATICAL EXTENSION, 13(1), 103-116. SID. https://sid.ir/paper/738335/en

Vancouver: Copy

DEHGHANI R., HOSSEINI M.M.. Using a Modified Secant Equation for Unconstrained Optimization. JOURNAL OF MATHEMATICAL EXTENSION[Internet]. 2019;13(1):103-116. Available from: https://sid.ir/paper/738335/en

IEEE: Copy

R. DEHGHANI, and M.M. HOSSEINI, “Using a Modified Secant Equation for Unconstrained Optimization,” JOURNAL OF MATHEMATICAL EXTENSION, vol. 13, no. 1, pp. 103–116, 2019, [Online]. Available: https://sid.ir/paper/738335/en

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