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Modified quasi-newton method via linear gradient flow system


Citation

Yap, Chui Ying and Leong, Wah June and Lim, Keat Hee (2025) Modified quasi-newton method via linear gradient flow system. Applied Mathematics and Computational Intelligence (AMCI), 14 (2). pp. 149-155. ISSN 2289-1315; eISSN: 2289-1323

Abstract

This paper introduces an efficient method for unconstrained optimization based on approximating the gradient flow derived from the objective function. The proposed method uses linear approximation and some quasi-Newton update to approximate the gradient flow, which leads to a modified quasi-Newton BFGS update. An implementation of the proposed method under the line search approach is considered. Numerical results demonstrate that the modified BFGS method is more effective to standard BFGS method.


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Additional Metadata

Item Type: Article
Subject: Mathematics
Subject: Computer Science
Subject: Engineering
Divisions: Faculty of Science
DOI Number: https://doi.org/10.58915/amci.v14i2.1439
Publisher: Penerbit Universiti Malaysia Perlis
Keywords: Gradient flow; Quasi-newton methods; Line search; BFGS update
Sustainable Development Goals (SDGs): SDG 9: Industry, Innovation and Infrastructure, SDG 17: Partnerships for the Goals, SDG 11: Sustainable Cities and Communities
Depositing User: MS. HADIZAH NORDIN
Date Deposited: 31 Jul 2026 01:39
Last Modified: 31 Jul 2026 01:39
Altmetrics: https://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.58915/amci.v14i2.1439
URI: http://psasir.upm.edu.my/id/eprint/127549
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