Title of article :
Convergence of A Modified BFGS Method
Author/Authors :
Abu Hassan, Malik Universiti Putra Malaysia - Department of Mathematics, Malaysia , June, Leong Wah Universiti Putra Malaysia - Department of Mathematics, Malaysia , Monsi, Mansor Universiti Putra Malaysia - Department of Mathematics, Malaysia
From page :
17
To page :
24
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
Journal title :
Matematika
Journal title :
Matematika
Record number :
2569820
Link To Document :
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