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    A modified BFGS method and its superlinear convergence in nonconvex minimization with general line search rule

    In this paper, a modification of the BFGS algorithm for unconstrained nonconvex optimization is proposed. The idea of the algorithm is to modify the approximate Hessian matrix for obtaining the descent directi...

    Qiang Guo, Jian-Guo Liu, Dan-Hong Wang in Journal of Applied Mathematics and Computing (2008)