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AL-Rafidain Journal of Computer Sciences and Mathematics

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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
10.33899/csmj.2009.163812

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Abstract

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.
 
Keywords:
    constrained optimization QN-Condition BFGS Update
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(2009). Using the Update of Conditional BFGS in Constrained Optimization. AL-Rafidain Journal of Computer Sciences and Mathematics, 6(2), 11-20. doi: 10.33899/csmj.2009.163812
Abbas Y. Al-Bayati; Ban Ahmed Mitras. "Using the Update of Conditional BFGS in Constrained Optimization". AL-Rafidain Journal of Computer Sciences and Mathematics, 6, 2, 2009, 11-20. doi: 10.33899/csmj.2009.163812
(2009). 'Using the Update of Conditional BFGS in Constrained Optimization', AL-Rafidain Journal of Computer Sciences and Mathematics, 6(2), pp. 11-20. doi: 10.33899/csmj.2009.163812
Using the Update of Conditional BFGS in Constrained Optimization. AL-Rafidain Journal of Computer Sciences and Mathematics, 2009; 6(2): 11-20. doi: 10.33899/csmj.2009.163812
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