THE NEW RANK ONE CLASS FOR UNCONSTRAINED PROBLEMS SOLVING

Authors

  • Ahmed Mustafa Mathematics Dep., Faculty of Education, University of Zakho, Kurdistan Region – Iraq

DOI:

https://doi.org/10.25271/sjuoz.2023.11.2.1049

Keywords:

Quasi-Newton, Symmetric Rank One, Positive Definite Matrix, Unconstrained Optimization, Nonlinear Optimization

Abstract

One of the most well-known methods for unconstrained problems is the quasi-Newton approach, iterative solutions. The great precision and quick convergence of the quasi-Newton methods are well recognized. In this work, the new algorithm for the symmetric rank one SR1 method is driven.

The strong Wolfe line search criteria define the step length selection. We also proved the new quasi-Newton equation and positive definite matrix theorem. Preliminary computer testing on the set of fourteen unrestricted optimization test functions leads to the conclusion that this new method is more effective and durable than the implementation of classical SR1 method in terms of iterations count and functions.

References

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Published

2023-04-30

How to Cite

Mustafa, A. (2023). THE NEW RANK ONE CLASS FOR UNCONSTRAINED PROBLEMS SOLVING. Science Journal of University of Zakho, 11(2), 185–189. https://doi.org/10.25271/sjuoz.2023.11.2.1049

Issue

Section

Science Journal of University of Zakho