On Self-Scaling Variable-Metric Algorithms
AL-Rafidain Journal of Computer Sciences and Mathematics,
2007, Volume 4, Issue 1, Pages 11-18
AbstractIn this paper, we have developed a new self-scaling VM-method for solving unconstrained nonlinear optimization problems. The numerical and theoretical results demonstrate the general effectiveness of the new self-scaling VM-method when compared with PHUA & ZENG algorithm ; we have tested these algorithms on several high-dimension test functions with promising numerical results.
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