An adaptive scaled BFGS method for unconstrained optimization (Q684183)
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scientific article; zbMATH DE number 6836921
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| English | 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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0.859985888004303
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0.8586952686309814
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0.8571585416793823
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0.8507435321807861
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0.8365582823753357
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