Diagonal – BFGS Update method

Authors

  • Shahad Jassim Hammoud
  • Dr. Saad Shakir

Keywords:

Quasi Newton method, Hessian matrices and BFGS method

Abstract

The aim of this research is to introduce a new technique to solve the un-constrained optimization problem with large dimension where the Hessian matrix becomes sparse matrix. The update is modified to a diagonal update, so called the  update. Moreover that it is symmetric and positive definite are given. Give a numerical example to illustrate the effectiveness of technical

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Published

2021-06-02

How to Cite

Jassim Hammoud, S. ., & Shakir, D. S. (2021). Diagonal – BFGS Update method. Mustansiriyah Journal for Sciences and Education, 22(2), 43–54. Retrieved from https://edumag.uomustansiriyah.edu.iq/index.php/mjse/article/view/860

Issue

Vol. 22 No. 2 (2021): Research Article

Section

Research Article