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Improved Damped Quasi-Newton Methods for Unconstrained Optimization

Mehiddin Al-Baali(albaali***at***squ.edu.om)
Lucio Grandinetti(lugran***at***unical.it)

Abstract: Recently, Al-Baali (2014) has extended the damped-technique in the modified BFGS method of Powell (1978) for Lagrange constrained optimization functions to the Broyden family of quasi-Newton methods for unconstrained optimization. Appropriate choices for the damped-parameter, which maintain the global and superlinear con- vergence property of these methods on convex functions and correct the Hessian approximations successfully, are proposed in this paper.

Keywords: Unconstrained optimization, quasi-Newton methods, damped technique, line search framework.

Category 1: Nonlinear Optimization

Category 2: Nonlinear Optimization (Unconstrained Optimization )

Citation: DOMAS 15/8-R, Department of Mathematics and Statistics, Sultan Qaboos University, Muscat, Oman, August 2015.

Download: [PDF]

Entry Submitted: 10/06/2015
Entry Accepted: 10/06/2015
Entry Last Modified: 10/06/2015

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