A Modified Self-Scaling Memoryless Broyden–Fletcher–Goldfarb–Shanno Method for Unconstrained Optimization

The introduction of quasi-Newton and nonlinear conjugate gradient methods revolutionized the field of nonlinear optimization. The self-scaling memoryless Broyden---Fletcher---Goldfarb---Shanno (SSML-BFGS) method by Perry (Disscussion Paper 269, 1977) and Shanno (SIAM J Numer Anal, 15, 1247---1257, 1978) provided a good understanding about the relationship between the two classes of methods. Based on the SSML-BFGS method, new conjugate gradient...