Ali Joma'a Al-Issa, Basim A. Hassan, I. Moghrabi, Ibrahim M. Sulaiman
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A Modified Davidon-Fletcher-Powell Method for Solving Nonlinear Optimization Problems
One of the quasi-Newton update formulae, namely the Davidon-Fletcher-Powell method, is crucial for resolving nonlinear programming optimization problems. In order to achieve a Newton-like condition that depends on the function values and gradient vectors at each iteration, we construct an alternative positive-definite Hessian approximation in this study. The essential theorems are established to study algorithm convergence. The proposed approach is then tested on well-known test problems and then compared to the standard DFP method. The numerical outcomes demonstrate the effectiveness of the newly developed method.