An Inexact Line Search FQNDFP Algorithm to Investigate UncertainOptimization Problems

Authors

  • Paresh Kumar Panigrahi * 1Department of Mathematics Vignan’s Institute of Information Technology (A),Duvvada, Vishakhapatnam, AP 530049, India.
  • Sukanta Nayak Department of Mathematics, School of Advanced Sciences, VIT-AP University, Amaravati, AP, India.

https://doi.org/10.22105/opt.v2i2.81

Abstract

This paper introduces a Fuzzy Quasi Newton Davidon Fletcher Powell (FQNDFP) optimization algorithm incorporating with Armijo line search technique to effectively handle imprecisely defined optimization problems. Unlike traditional probabilistic methods, this approach leverages fuzzy set theory to model uncertainties in optimization variables given in the objective function. The proposed algorithm integrates the Davidon Fletcher-Powell (DFP) update formula, ensuring computational efficiency and rapid convergence by approximating the inverse Hessian matrix. The Armijo line search guarantees sufficient descent while adapting the step size dynamically. This combination enhances the algorithm’s ability to navigate complex, nonlinear, and uncertain objective landscapes effectively. The performance of the algorithm is evaluated on benchmark problems and fuzzy objective functions, demonstrating accuracy, robustness, and convergence compared to existing methods.

Keywords:

Fuzzy number, Optimization problem, IFQNDFP optimization technique, Inexact line search, Armijo line search

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Published

2025-04-29

Issue

Vol. 2 No. 2 (2025): OPT

Section

Articles

How to Cite

Panigrahi, P. K., & Nayak, S. (2025). An Inexact Line Search FQNDFP Algorithm to Investigate UncertainOptimization Problems. Optimality, 2(2), 106-117. https://doi.org/10.22105/opt.v2i2.81

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