ALOP-Kolloquium: On the Damped Technique, Self - Scaling and their Combination when Introduced to the Broyden Family of Methods for Unconstrained Optimization

Im Rahmen des Kolloquiums des Graduiertenkollegs Algorithmic Optimization findet am

Montag, dem 28.Juni 2018
16:00 Uhr c.t.
Hörsaal 9

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.

Gastgeber:
Prof. Dr. Ekkehard Sachs

Kolloquiums Kaffee ab 15:45 Uhr im Raum E 10