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The modified BFGS optimization algorithm is generally used when the objectivefunction is non-convex. In this method, one has to move in a specific directionsuch that the value of the objective function reduces. Therefore, the differentinexact line search or exact line search plays an important role inoptimization. Here, we have studied Modified BFGS with different inexact linesearches methods and compared them in some test problems. Numerical resultsshow that MBFGS with Armijo line search methods is efficient for solvingnon-convex non-linear unconstrained optimization problems.

The Performance of MBFGS with Different Inexact Line Search Rule