Modified BFGS Update (H-Version) Based on the Determinant Property of Inverse of Hessian Matrix for Unconstrained Optimization
The study presents the modification of the Broyden-Flecher-Goldfarb-Shanno (BFGS) update (H-Version) based on the determinant property of inverse of Hessian matrix (second derivative of the objective function), via updating of the vector s ( the difference between the next solution and the current s...
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| Format: | Article |
| Language: | English |
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University of Baghdad, College of Science for Women
2020-09-01
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| Series: | مجلة بغداد للعلوم |
| Subjects: | |
| Online Access: | http://bsj.uobaghdad.edu.iq/index.php/BSJ/article/view/3672 |
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