%0 Journal Article %T Convergence of A Modified BFGS Method %A Malik Abu Hassan %A Leong Wah June %A Mansor Monsi %J Matematika %D 2006 %I Universiti Teknologi Malaysia %X In this paper we discuss the convergence of a modified BFGS method. We prove that the modified BFGS method will terminate in n steps when minimizing n dimensional quadratic functions with exact line searches. %K Quadratic termination %K modified BFGS. %U http://www.fs.utm.my/matematika/images/stories/matematika/20062212.pdf