TY - JOUR T1 - Modified BFGS Update Based on Determinant Property of Hessian Matrix AU - Shakir Mahmood, Saad AU - Hmood Eidi, Jaafer JO - Journal of Modern Mathematics and Statistics VL - 14 IS - 2 SP - 22 EP - 26 PY - 2020 DA - 2001/08/19 SN - 1994-5388 DO - jmmstat.2020.22.26 UR - https://makhillpublications.co/view-article.php?doi=jmmstat.2020.22.26 KW - approximation KW -iteration KW -unconstrained optimization KW -Zhang-Xu condition KW -Quasi-Newton condition KW -minimizer AB - The aim of this study is to modified the BFGS update based on the determinant property of Hessian matrix by multiply the vector y (difference between the next gradient and the current gradient) with a real number say such that the determinant of the next Hessian matrix equal to one at every iteration and because of the choice of the initial Hessian approximation can be identity matrix, so, the determinant of initial Hessian matrix is also equal one and hence, the sequence of Hessian matrix produced by the method never go to a near singular matrix numerically which make the program never break before get the minimizer of the objective function. ER -