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A new family of multi-step quasi-Newton algorithms for unconstrained optimization

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dc.contributor.author Obeid, Samir
dc.contributor.author Moghrabi, I.A.R.
dc.date.accessioned 2015-11-27T09:21:59Z
dc.date.available 2015-11-27T09:21:59Z
dc.date.copyright 1999
dc.date.issued 2015-11-27
dc.identifier.issn 1027-9350 en_US
dc.identifier.uri http://hdl.handle.net/10725/2698
dc.description.abstract This work aims at ensuring smoothness of interpolation in both the iterate and the gradient spaces in the so-called multi-step quasi-Newton methods. It concentrates on deriving a variable-metric family of minimum curvature algorithms for unconstrained optimization. The derivation is based on considering a rational model, with a certain tuning parameter, where the aim is to develop a general framework that encompasses all possible two-step minimum curvature algorithms generated by appropriate parameter choices. One member of the family is tested against earlier developed algorithms of the multi-step type. Performance improvement is evident in our presented results, thus verifying the importance of the minimum curvature framework
dc.language.iso en en_US
dc.title A new family of multi-step quasi-Newton algorithms for unconstrained optimization en_US
dc.type Article en_US
dc.description.version Published en_US
dc.author.school SAS en_US
dc.author.idnumber 19799220 en_US
dc.author.woa N/A en_US
dc.author.department Natural Sciences en_US
dc.description.embargo N/A en_US
dc.relation.journal International Journal of Math Algorithms en_US
dc.journal.volume 1 en_US
dc.journal.issue 1 en_US
dc.article.pages 67-74 en_US
dc.article.pages sobeid@lau.edu.lb
dc.identifier.ctation Moghrabi, I. A. R., & Obeid, S. Y. (1999). A NEW FAMILY OF MULTI-STEP QUASI-NEWTON ALGORITHMS FOR UNCONSTRAINED OPTIMIZATION. INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS, 1(1), 67-74. en_US


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