Control and Optimization in Applied Mathematics

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Efficient Solution of Nonlinear Unconstraint Optimization Problems using Quasi-Newton's Method‎: ‎A Revised Approach

Document Type : Research Article

Author

Department of Mathematics, Jahrom University, Jahrom, P.O. Box 74135-111, Iran

Abstract

While many real-world optimization problems typically involve multiple constraints, unconstrained problems hold practical and fundamental significance. They can arise directly in specific applications or as transformed versions of constrained optimization problems.‎ ‎Newton's method‎, ‎a notable numerical technique within the category of line search algorithms, is widely used for function optimization‎. The search direction and step length play crucial roles in this algorithm. ‎This paper introduces an algorithm aimed at enhancing the step length within the Broyden quasi-Newton process‎. ‎Additionally‎, ‎numerical examples are provided to compare the effectiveness of this new method with another approach‎.

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References
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Control and Optimization in Applied Mathematics
Volume 9, Issue 1
Open Access Policy
Winter-Spring ‎‎2024
May 2024
Pages 49-65
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