Modified Quasi-Newton Method via Linear Gradient Flow System

Modified Quasi-Newton Method

Authors

  • Chui Ying Yap Universiti Putra Malaysia
  • Wah June Leong Universiti Putra Malaysia https://orcid.org/0000-0002-9548-1040
  • Keat Hee Lim Universiti Putra Malaysia

DOI:

https://doi.org/10.58915/amci.v14i2.1439

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.

Keywords:

Gradient flow, quasi-Newton methods, line search, BFGS update

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Published

2025-06-17

How to Cite

Yap, C. Y., Leong, W. J., & Lim, K. H. (2025). Modified Quasi-Newton Method via Linear Gradient Flow System: Modified Quasi-Newton Method. Applied Mathematics and Computational Intelligence (AMCI), 14(2), 149–155. https://doi.org/10.58915/amci.v14i2.1439

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Section

Articles