9
Published
2023-07-01
Section
Articles
License
Copyright (c) 2023 G. A. Salome , S. S. Mahmood
This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
New Convex Combination (H-version) method for unconstrained optimization problem
G. A. Salome
S. S. Mahmood
DOI: https://doi.org/10.47831/mjpas.v1i2.35
Keywords: MSR1 Update, DFP Update, MBFGS Update,Quasi-Newton, Positive Definite.
Abstract
In this essay, we propose a new family for inverse of Hessian matrix which based on definition of convex combination class and on modified symmetric rank one update (MSR1) with (DFP) update and upgraded BFGS (MBFGS) revision for the inverse of the Hessian matrix and the properties of symmetric and positive definite will be shown and proved as well as the theoretical and numerical global converge is proposed , numerical experiment on eight functions are presented in a table.
