Improved Damped Quasi-Newton Methods for Unconstrained Optimization
Recently, Al-Baali (2014) has extended the damped-technique in the modified BFGS method of Powell (1978) for Lagrange constrained optimization functions to the Broyden family of quasi-Newton methods for unconstrained optimization. Appropriate choices for the damped-parameter, which maintain the global and superlinear con- vergence property of these methods on convex functions and correct the Hessian approximations … Read more