| Article ID: | iaor19982992 |
| Country: | Netherlands |
| Volume: | 20 |
| Issue: | 4 |
| Start Page Number: | 171 |
| End Page Number: | 177 |
| Publication Date: | May 1997 |
| Journal: | Operations Research Letters |
| Authors: | Liao Aiping |
| Keywords: | programming: nonlinear |
We propose a modified BFGS method and study the global and superlinear convergence properties of this method. We show that under certain circumstances this modified BFGS method has a better mechanism of correcting the eigenvalues. This modified method can also be regarded as an implementation technique of the standard BFGS method.