Abstract
The BFGS method is the most effective of the quasi-Newton methods for solving unconstrained optimization problems. Wei, Li, and Qi [16] have proposed some modified BFGS methods based on the new quasi-Newton equation Bk+1sk e y*k, where y*k is the sum of yk and Aksk, and Ak is some matrix. The average performance of Algorithm 4.3 in [16] is better than that of the BFGS method, but its superlinear convergence is still open. This article proves the superlinear convergence of Algorithm 4.3 under some suitable conditions.
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