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An adaptive scaled BFGS method for unconstrained optimization - MaRDI portal

An adaptive scaled BFGS method for unconstrained optimization (Q684183)

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scientific article; zbMATH DE number 6836921
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An adaptive scaled BFGS method for unconstrained optimization
scientific article; zbMATH DE number 6836921

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    An adaptive scaled BFGS method for unconstrained optimization (English)
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    9 February 2018
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    The author presents a new adaptive scaled Broyden-Fletcher-Goldfarb-Shanno method (BFGS) for unconstrained optimization. Using 80 unconstrained optimization test functions with a medium number of variables, the numerical experiments show that the given method is more efficient than the standard BFGS.
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    global convergence
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    numerical comparisons
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    Broyden-Fletcher-Goldfarb-Shanno method (BFGS)
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    unconstrained optimization
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    numerical experiments
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