A Refinement of Quasi-Newton Iterative Method for Non-Linear Multivariable Optimization Problems
Keywords:
Newton’s Method, Quasi-Newton, unconstrained optimization, multivariable optimization, non- linear optimizationAbstract
The Newton’s method and some of its modifications were reviewed. A new modification of the Newton’s method, which is of the Quasi-Newton principle is constructed and presented. Some standard test problems were solved using the Newton’ method, one of the existing modifications of the Newton’s method (David Fletcher Powell) and the refined method. From the results obtained, the newly modified method compared favourably with the existing ones and proved superior to the David Fletcher Powell method.
