Im Rahmen des Kolloquiums des Graduiertenkollegs Algorithmic Optimization findet am
Montag, dem 28.Juni 2018
16:00 Uhr c.t.
folgender Vortrag statt:
On the Damped Technique, Self - Scaling and their Combination when Introduced to the Broyden Family of Methods for Unconstrained Optimization
Mehiddin Al-Baali, Department of Mathematics and Statistics, Sultan Quaboos University, Muscat, Oman
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.
Prof. Dr. Ekkehard Sachs
Kolloquiums Kaffee ab 15:45 Uhr im Raum E 10