Browsing by Author "Alemayu, Ataklti"

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    Quasi Newton Methods
    (Addis Ababa University, 2018-06-07) Alemayu, Ataklti; Guta, Berhanu
    In this work, we investigate quasi Newton methods for solving unconstrained optimization problems. We consider two di erent quasi-Newton update formulas, namely, Broyden- Fletcher-Goldfarb and shanno (BFGS) update and Davidon-Fletcher-powell (DFP) up- date. Line search method is used to nd the step length at each iteration. The methods are tested on seven benchmark probelems and comparisons are made among Newton's method, quasi-Newton methods (BFGS and DFP updates) and steepest descent method. Also comparisons are made between the quasi-Newton methods (BFGS and DFP up- dates). Finally conclusions are drawn upon the obtained results.