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ALOP-Colloquium with Mehiddin Al-Baali
28. June 2018 / 16:00 - 17:30
On Thursday, June 28, 2018, at 16:00 c.t. Prof. Mehiddin Al-Baali, Department of Mathematics and Statistics, Sultan Qaboos University, Muscat, Oman will present his recent work entitled
On the Damped Technique, Self-Scaling and their Combination when Introduced to the Broyden Family of Methods for Unconstrained Optimization
Recently, we have extended the damped-technique in the modified BFGS method of Powell for constrained optimization to the Broyden family of quasi-Newton methods for unconstrained optimization. Appropriate choices for the damped parameter will be suggested to improve the performance of a restricted class of quasi-Newton methods and enforce convergence of many divergent methods. These properties will be illustrated when applied to a simple quadratic function as well as to a set of standard test problems. It will be shown that the proposed damped choices improve the performance of most quasi-Newton methods substantially (or significantly) in several cases. We will also illustrate the useful features of the self-scaling technique for quasi-Newton methods and its combination with the above damped technique.
The presentation will take place in HS 9.
Please join us for coffee at 15:45 in E10.