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A Modified BFGS Method

Author
Liao, Ai-Ping
Abstract
In this paper, we study the global convergence property of the modified BFGS update method proposed by Liao. We show that under certain circumstances this modified BFGS method corrects the eigenvalues better than BFGS does. Our numerical results support this claim and also indicate that the modified BFGS method may be competitive with the BFGS method in general.
Date Issued
1993-04Publisher
Cornell University
Subject
theory center
Previously Published As
http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.tc/93-127
Type
technical report