Quasi Newton Methods

In this work, we investigate quasi Newton methods for solving unconstrained optimizationrnproblems. We consider two di erent quasi-Newton update formulas, namely, Broyden-rnFletcher-Goldfarb and shanno (BFGS) update and Davidon-Fletcher-powell (DFP) up-rndate. Line search method is used to nd the step length at each iteration. The methodsrnare tested on seven benchmark probelems and comparisons are made among Newton'srnmethod, quasi-Newton methods (BFGS and DFP updates) and steepest descent method.rnAlso comparisons are made between the quasi-Newton methods (BFGS and DFP up-rndates). Finally conclusions are drawn upon the obtained results.

Get Full Work

Report copyright infringement or plagiarism