Keywords : self-scaling

Self-Scaling Variable Metric in Constrained Optimization

Eman Hamed; Marwa W. Hamad

AL-Rafidain Journal of Computer Sciences and Mathematics, 2020, Volume 14, Issue 1, Pages 21-30
DOI: 10.33899/csmj.2020.164673

In this paper, we investigated of a new self-scaling by use quasi-Newton method and conjugate gradient method. The new algorithm satisfies a quasi-newton condition and mutually conjugate, and practically proved its efficiency when compared with the well-known algorithms in this domain, by depending on efficiency measure, number of function, number of iteration, and number of constrained, NOF, NOI and NOC.