Using the Update of Conditional BFGS in Constrained Optimization

Section: Research Paper
Issue
Vol. 6 No. 2 (2009): Volume 6 Issue 2
Pages
11-20

Keywords:

constrained optimization, QN-Condition, BFGS Update

Abstract

In this paper, we have used one of the preconditioned conjugate gradient algorithm with the Quasi Newton approximation; namely the BFGS preconditioned algorithm which was suggested by (AL-Bayati and Aref, 2001). In this paper we have suggested a new algorithm for constrained optimization with robust numerical results, for solving constrained optimization problems.

References

Authors

Abbas Y. Al-Bayati

College of Computer Sciences and Mathematics University of Mosul, Mosul, Iraq

Ban Ahmed Mitras

College of Computer Sciences and Mathematics University of Mosul, Iraq

Identifiers

DOI: 10.33899/csmj.2009.163812

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Using the Update of Conditional BFGS in Constrained Optimization. (2009). AL-Rafidain Journal of Computer Sciences and Mathematics, 6(2), 11-20. https://doi.org/10.33899/csmj.2009.163812
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How to Cite

Using the Update of Conditional BFGS in Constrained Optimization. (2009). AL-Rafidain Journal of Computer Sciences and Mathematics, 6(2), 11-20. https://doi.org/10.33899/csmj.2009.163812