Partial Davidon, Fletcher and Powell (DFP) of quasi newton method for unconstrained optimization
DOI:
https://doi.org/10.25130/tjps.v21i6.1099Keywords:
Unconstrained optimization; Davidon, Fletcher and Powell ; global convergenceAbstract
The nonlinear Quasi-newton methods is widely used in unconstrained optimization. However, In this paper, we developing new quasi-Newton method for solving unconstrained optimization problems. We consider once quasi-Newton which is (DFP) update formula, namely, Partial DFP. Most of quasi-Newton methods don't
always generate a descent search directions, so the descent or sufficient descent condition is usually assumed in the analysis and implementations . Descent property for the suggested method is proved. Finally, the numerical results show that the new method is also very efficient for general unconstrained optimizations.
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