Convergence of A Modified BFGS Method

Authors

  • Malik Abu Hassan
  • Wah June Leong
  • Mansor Monsi

DOI:

https://doi.org/10.11113/matematika.v22.n.176

Abstract

In this paper we discuss the convergence of a modified BFGS method. We prove that the modified BFGS method will terminate in n steps when minimizing n-dimensional quadratic functions with exact line searches. Keywords: Quadratic termination; modified BFGS.

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Published

2006-06-01

Issue

Section

Mathematics