A modified BFGS quasi-Newton iterative formula

Details A modified BFGS quasi-Newton iterative formula A modified BFGS quasi-Newton iterative formula

1999-07-14

arxiv.org/abs/math/9907094v1

Mathematics

Numerical Analysis

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Scientific paper

The quasi-Newton equation is the very basis of a variety of the quasi-Newton
methods. By using a relationship formula between nonlinear polynomial equations
and the corresponding Jacobian matrix. presented recently by the present
author, we established an exact alternative of the approximate quasi-Newton
equation and consequently derived an modified BFGS updating formulas.

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