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A modified BFGS quasi-Newton iterative formula

W. Chen

math.NAarXiv:math/9907094

Abstract

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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