An Overview of Some Practical Quasi-Newton Methods for Unconstrained Optimization

Authors

M. Al-Baali, Department of Mathematics and Statistics, College of Science, Sultan Qaboos University,P.O.Box 36, PC 123, Al-Khodh, Muscat, Sultanate of Oman
H. Khalfan, Department of Mathematics Sciences, UAE University, Al-Ain 17551, United Arab Emirates

Abstract

Quasi-Newton methods are among the most practical and efficient iterative methods for solving unconstrained minimization problems. In this paper we give an overview of some of these methods with focus primarily on the Hessian approximation updates and modifications aimed at improving their performance.

Recommended Citation

Al-Baali, M. and Khalfan, H. (2007) An Overview of Some Practical Quasi-Newton Methods for Unconstrained Optimization, Sultan Qaboos University Journal For Science: Vol. 12: Iss. 2, 199-209.
DOI: https://doi.org/10.24200/squjs.vol12iss2pp199-209
Available at: https://squjs.squ.edu.om/squjs/vol12/iss2/2