Modifying the BFGS method

Abstract

We propose a modified BFGS method and study the global and superlinear convergence properties of this method. We show that under certain circumstances this modified BFGS method has a better mechanism of correcting the eigenvalues. This modified method can also be regarded as an implementation technique of the standard BFGS method. © 1997 Elsevier Science B.V.

DOI: 10.1016/S0167-6377(96)00050-8

Cite this paper

@article{Liao1997ModifyingTB, title={Modifying the BFGS method}, author={Aiping Liao}, journal={Oper. Res. Lett.}, year={1997}, volume={20}, pages={171-177} }