A new self-scaling VM-algorithm for non-convex optimization, part 1

A new self-scaling VM-algorithm for non-convex optimization, part 1

Abstract<br /> The self-scaling VM-algorithms solves an unconstrained non-linear optimization problems by scaling the Hessian approximation matrix before it is updated at each iteration to avoid the possible large eigen-values in the Hessian approximation matrices of the objective function f(x...

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Bibliographic Details
Main Authors: Abbas Y. AL-Bayati, Maha S.Y. AL-Salih
Format: Article
Language:Arabic
Published: College of Education for Pure Sciences 2012-03-01
Series:مجلة التربية والعلم
Subjects:
self-scaling vm-algorithm
non-convex optimization
non-monotone line search
Online Access:https://edusj.mosuljournals.com/article_59003_f0edcc7246ef50d8f52aec2ef482f5b4.pdf
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spelling doaj-be7ea35f6cc247a2a38437410cbcd53f2020-11-25T02:26:14ZaraCollege of Education for Pure Sciencesمجلة التربية والعلم1812-125X2664-25302012-03-0125111612510.33899/edusj.2012.5900359003A new self-scaling VM-algorithm for non-convex optimization, part 1Abbas Y. AL-BayatiMaha S.Y. AL-SalihAbstract<br /> The self-scaling VM-algorithms solves an unconstrained non-linear optimization problems by scaling the Hessian approximation matrix before it is updated at each iteration to avoid the possible large eigen-values in the Hessian approximation matrices of the objective function f(x).It has been proved that these algorithms have a global and super-linear convergences when f(x)is non- convex.<br /> In this paper we are going to propose a new self-scaling VM-algorithm with a new non-monotone line search procedure with a detailed study of the global and super-linear convergence property for the new proposed algorithm in non-convex optimization.<br /> Keywords: VM-methods, non-monotone line searches, self-scaling AL-Bayati VM- method, global converge, super-linear convergence.https://edusj.mosuljournals.com/article_59003_f0edcc7246ef50d8f52aec2ef482f5b4.pdfself-scaling vm-algorithmnon-convex optimizationnon-monotone line search
collection DOAJ
language Arabic
format Article
sources DOAJ
author Abbas Y. AL-Bayati
Maha S.Y. AL-Salih
spellingShingle Abbas Y. AL-Bayati
Maha S.Y. AL-Salih
A new self-scaling VM-algorithm for non-convex optimization, part 1
مجلة التربية والعلم
self-scaling vm-algorithm
non-convex optimization
non-monotone line search
author_facet Abbas Y. AL-Bayati
Maha S.Y. AL-Salih
author_sort Abbas Y. AL-Bayati
title A new self-scaling VM-algorithm for non-convex optimization, part 1
title_short A new self-scaling VM-algorithm for non-convex optimization, part 1
title_full A new self-scaling VM-algorithm for non-convex optimization, part 1
title_fullStr A new self-scaling VM-algorithm for non-convex optimization, part 1
title_full_unstemmed A new self-scaling VM-algorithm for non-convex optimization, part 1
title_sort new self-scaling vm-algorithm for non-convex optimization, part 1
publisher College of Education for Pure Sciences
series مجلة التربية والعلم
issn 1812-125X
2664-2530
publishDate 2012-03-01
description Abstract<br /> The self-scaling VM-algorithms solves an unconstrained non-linear optimization problems by scaling the Hessian approximation matrix before it is updated at each iteration to avoid the possible large eigen-values in the Hessian approximation matrices of the objective function f(x).It has been proved that these algorithms have a global and super-linear convergences when f(x)is non- convex.<br /> In this paper we are going to propose a new self-scaling VM-algorithm with a new non-monotone line search procedure with a detailed study of the global and super-linear convergence property for the new proposed algorithm in non-convex optimization.<br /> Keywords: VM-methods, non-monotone line searches, self-scaling AL-Bayati VM- method, global converge, super-linear convergence.
topic self-scaling vm-algorithm
non-convex optimization
non-monotone line search
url https://edusj.mosuljournals.com/article_59003_f0edcc7246ef50d8f52aec2ef482f5b4.pdf
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AT mahasyalsalih anewselfscalingvmalgorithmfornonconvexoptimizationpart1
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AT mahasyalsalih newselfscalingvmalgorithmfornonconvexoptimizationpart1
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