International Conference on Electronics, Information and Communication Engineering (EICE 2012)
134 A New Modified BFGS Method for Unconstrained Optimization Problems
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Compared to traditional BFGS method, in this paper we present a new modified BFGS method for unconstrained optimization problems. If we assume the objective function is twice continuously differentiable and uniformly convex, we prove the iteration converge globally to the solution. And under some additional conditions the superlinear convergence is given.