Razie Dehghani

[ 1 ] - The modified BFGS method with new secant relation ‎for unconstrained optimization problems‎

Using Taylor's series we propose a modified secant relation to get a more accurate approximation of the second curvature of the objective function. Then, based on this modified secant relation we present a new BFGS method for solving unconstrained optimization problems. The proposed method make use of both gradient and function values while the usual secant relation uses only gradient values. U...