Keywords : BFGS Update

Using the Update of Conditional BFGS in Constrained Optimization

Abbas Y. Al-Bayati; Ban Ahmed Mitras

AL-Rafidain Journal of Computer Sciences and Mathematics, 2009, Volume 6, Issue 2, Pages 11-20
DOI: 10.33899/csmj.2009.163812

In this paper, we have used one of the preconditioned conjugate gradient algorithm with the Quasi – Newton approximation; namely the BFGS preconditioned algorithm which was suggested by (AL-Bayati and Aref, 2001). In this paper we have suggested a new algorithm for constrained optimization with robust numerical results, for solving constrained optimization problems.