Self-Scaling Variable Metric in Constrained Optimization

Abstract

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.

Keywords

• optimization
• self-scaling
• constrained
• quasi newton method
• barrier method