Three-step fixed-point quasi-Newtonmethods for unconstrained optimisation

As suggested in [1], multistep quasi-Newton methods can be constructed for any number of steps.In this paper, we therefore extend the previous work by describing the development of some three-step methods which use the “fixed-point” approach and data derived from the latest four iterates. The experimental results provide evidence that the new methods offer a significant improvement in performance when compared with the standard BFGS method and the unit-spaced three-step method, particularly as the dimension of the test problems grows.