A comparative study of modified BFGS and scale modified BFGS

MaRDI QIDQ2908380zbMATH OpenFDO

Authors Ruhana Jaafar, Mustafa Mamat, Mohd Fauzi Embong, Mohd Rivaie Mohd Ali

Publication date 4 September 2012

Published in Applied Mathematical Sciences (Ruse) (Search for Journal in Brave)

Full work available at URL http://www.m-hikari.com/ams/ams-2011/ams-77-80-2011/index.html

zbMATH Keywords

BFGSconvergenceHessianmodified BFGSscaling factorsearch direction

Mathematics Subject Classification ID

Production models (90B30) Methods of quasi-Newton type (90C53)

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(1)

• Modifying the BFGS update by a new column scaling technique

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