New Quasi-Newton (Dfp) With Logistic Mapping
Keywords:
Unconstrained optimization, Quasi-Newton methods, DFP method, Logistic mappingAbstract
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.
References
Edwin, K. P. Chong and Stanislaw H. Zak: An Introduction To Optimization. Second Edition. John Wiley & Sons, Inc. United States of America, 2001.
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.
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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Published
2016-06-30
How to Cite
Shareef, S. G., & Fathi, B. G. (2016). New Quasi-Newton (Dfp) With Logistic Mapping. Science Journal of University of Zakho, 4(1), 115–120. Retrieved from https://sjuoz.uoz.edu.krd/index.php/sjuoz/article/view/312
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Science Journal of University of Zakho
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