A Modified Davidon-Fletcher-Powell Method for Solving Nonlinear Optimization Problems

     One of the quasi-Newton update formulae, namely the Davidon-Fletcher-Powell method, is crucial for resolving nonlinear programming optimization problems. In order to achieve a Newton-like condition that depends on the function values and gradient vectors at each iteration, we construct an alter...

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Bibliographic Details
Published in:Iraqi journal of science 2024-03, p.1476-1484
Main Authors: Al-Issa, Ali Joma'a, Hassan, Basim A., Moghrabi, Issam A R, Sulaiman, Ibrahim M.
Format: Article
Language:English
Online Access:Get full text
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Summary:     One of the quasi-Newton update formulae, namely the Davidon-Fletcher-Powell method, is crucial for resolving nonlinear programming optimization problems. In order to achieve a Newton-like condition that depends on the function values and gradient vectors at each iteration, we construct an alternative positive-definite Hessian approximation in this study. The essential theorems are established to study algorithm convergence. The proposed approach is then tested on well-known test problems and then compared to the standard DFP method. The numerical outcomes demonstrate the effectiveness of the newly developed method.
ISSN:0067-2904
2312-1637
DOI:10.24996/ijs.2024.65.3.25