A MODIFIED BFGS METHOD VIA NEW RATIONAL APPROXIMATION MODEL FOR SOLVING UNCONSTRAINED OPTIMIZATION PROBLEMS AND ITS APPLICATION

In this paper we present a new BFGS method for solving unconstrained optimization problems, using a modified rational approximation model null The idea is to improve the Barzilai and Borwein approximation (BBA) [27] by incorporating a new parameter null Under certain conditions the global convergent result of the proposed method is established null The numerical results have shown that, the new method is promising and outperforms other classical...