A New Transformed Biggs 's Self-Scaling Quasi-Newton Method for Optimization

Abstract

In our work, we have proposed a new transformation Biggs's self-scaling Quasi-Newton update which is based on the simple idea of approximation for the inverse Hessian matrix. This transformation has implemented both theoretically and numerically and tested on some well-known test cases. Numerical experiments indicate that this transformation is more effective than the standard BFGS-method.

Keywords

• Quasi Newton Method
• Self-Scaling Variable Metric