An adaptive scaled BFGS method for unconstrained optimization (Q684183)

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scientific article; zbMATH DE number 6836921
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    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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