Journal of Modern Mathematics and Statistics

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Modified BFGS Update Based on Determinant Property of Hessian Matrix

Jaafer Hmood Eidi and Saad Shakir Mahmood
Page: 22-26 | Received 21 Sep 2022, Published online: 21 Sep 2022

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Abstract

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.

How to cite this article:

Jaafer Hmood Eidi and Saad Shakir Mahmood. Modified BFGS Update Based on Determinant Property of Hessian Matrix.
DOI: https://doi.org/10.36478/jmmstat.2020.22.26
URL: https://www.makhillpublications.co/view-article/1994-5388/jmmstat.2020.22.26