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A modified BFGS algorithm for unconstrained optimization. (English) Zbl 0733.65039

The author presents a variant of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) algorithm based on a slightly modified updating formula. The modified algorithm is shown to preserve the global and local superlinear convergence properties of the original algorithm.

MSC:

65K05 Numerical mathematical programming methods
90C53 Methods of quasi-Newton type
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