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

01-06-2006

Issue

Volume 22 (June 2006)

Section

Analysis and Algebra

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.

How to Cite

Convergence of A Modified BFGS Method. (2006). MATEMATIKA, 22, 17-24. https://doi.org/10.11113/matematika.v22.n.176