2025 : 4 : 21
Mohammad Esmael Samei

Mohammad Esmael Samei

Academic rank: Associate Professor
ORCID: 0000-0002-5450-3127
Education: PhD.
ScopusId: 55938219900
HIndex: 23/00
Faculty: Faculty of Science
Address: Department of Mathematics, Faculty of Science, Bu-Ali Sina University, Hamedan, Iran
Phone: 08131406263

Research

Title
On q-BFGS algorithm for unconstrained optimization problems
Type
JournalPaper
Keywords
Unconstrained optimization; BFGS method; q-calculus; Global convergence
Year
2020
Journal Advances in Difference Equations
DOI
Researchers Shashi Kant Mishra ، Geetanjali Panda ، Suvra Kanti Chakraborty ، Mohammad Esmael Samei ، Bhagwat Ram

Abstract

Variants of the Newton method are very popular for solving unconstrained optimization problems. The study on global convergence of the BFGS method has also made good progress. The q-gradient reduces to its classical version when q approaches 1. In this paper, we propose a quantum-Broyden–Fletcher–Goldfarb–Shanno algorithm where the Hessian is constructed using the q-gradient and descent direction is found at each iteration. The algorithm presented in this paper is implemented by applying the independent parameter q in the Armijo–Wolfe conditions to compute the step length which guarantees that the objective function value decreases. The global convergence is established without the convexity assumption on the objective function. Further, the proposed method is verified by the numerical test problems and the results are depicted through the performance profiles