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.

Downloads

Published

01-06-2006

How to Cite

Abu Hassan, M., Leong, W. J., & Monsi, M. (2006). Convergence of A Modified BFGS Method. MATEMATIKA, 22, 17–24. https://doi.org/10.11113/matematika.v22.n.176

Issue

Volume 22 (June 2006)

Section

Mathematics

License

Copyright of articles that appear in MATEMATIKA: MJIAM belongs exclusively to Penerbit UTM Press, Universiti Teknologi Malaysia. This copyright covers the rights to reproduce the article, including reprints, electronic reproductions or any other reproductions of similar nature.