A new self –scaling VM-algorithm with an adaptive line search

Abstract In this study, a new self-scaling VM algorithm for solving large-scale nonlinear unconstrained optimization problems is proposed. The new algorithm is a kind of line search procedure .The local convergence theory for the BFGS matrix implementation of this variable metric is applied to achieve a globally convergent property.Numerical experiments have been done with the standard BFGS algorithm with very promising results.