New Quasi-Newton (Dfp) With Logistic Mapping
In this paper, we propose a modification of the self-scaling quasi-Newton (DFP) method for unconstrained optimization using logistic mapping. We shoe that it produces a positive definite matrix. Numerical results demonstrate that the new algorithm is superior to standard DFP method with respect to the NOI and NOF.
Lu Hui-juan, ZHANG Huo-ming and MA Long-hua: A new optimization algorithm based on chaos. Journal of Zhejiang University SCIENCE A, 7(4), 2006.
Shanno, D. F. and Kettler, P. C.: Optimal Conditioning of Quasi- Newton methods. Mathematics of Computation. Volume 24, number 111, 1970.
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