A New Quasi-Newton Update of the Newton's Iterative Method for Optimizing Non-Linear Multi-Variable Optimization Problems

M. O. Ogunniran, S. Emmanuel

Abstract: We modified the Newtons method of optimization. The new modification is of the quasi-Newton principle thereby presenting a rank 3 matrix update of the principle. A number of standard test functions were used to implement the Newtons method, one of the existing modifications and the new modification. The results obtained compared favourably with the existing ones. Maple computer application was used to ease computations.

Keywords: Test Functions, Newtons method, Quasi-Newton Method, Davidon Flecther Powells Method Method DFP