  Unconstrained convex optimization problems have enormous applications in
various field of science and engineering. Different iterative methods are
available in literature to solve such problem, and Newton method is among the
oldest and simplest one. Due to slow convergence rate of Newton's methods, many
research have been carried out to modify the Newton's method for faster
convergence rate. In 2019, Ghazali et al. modified Newton's method and proposed
Netwon-SOR method, which is a combination of Newton method with SOR iterative
method to solve a linear system. In this paper, we propose a modification of
Newton-SOR method by modifying SOR method to generalized SOR method. Numerical
experiments are carried out to check the efficiently of the proposed method.
