1979
DOI: 10.1137/0716047
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Some Convergence Properties of Broyden’s Method

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Cited by 83 publications
(29 citation statements)
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“…Ideally, one would like to choose t k such that \\e k+1 ( 2) is t k =1. Somewhat surprisingly, this choice guarantees that the resulting method -at least in theory -terminates after at most 2n steps with the exact solution of (1.1), as was shown by GAY [9] (cf. also [10]).…”
Section: Line Search Principlesmentioning
confidence: 69%
“…Ideally, one would like to choose t k such that \\e k+1 ( 2) is t k =1. Somewhat surprisingly, this choice guarantees that the resulting method -at least in theory -terminates after at most 2n steps with the exact solution of (1.1), as was shown by GAY [9] (cf. also [10]).…”
Section: Line Search Principlesmentioning
confidence: 69%
“…In order to estimate the pseudo-Hessian B, different iterative algorithms have been used and published over many years: the Davidon 56 method, the methods described by Fletcher 57,58 in his book, the Broyden method, 59,60 (symmetric rank 1 54 ) and the class of Broyden methods. 54,59 All these methods use the Sherman-Morrison formula 54 to invert the pseudo-Hessian matrix B.…”
Section: Non-linear Multi-variate Optimization Methodsmentioning
confidence: 99%
“…For linear problems, the method is known to show superlinear convergence [31] and it needs at most 2mn iteration to reach the solution (Gay's theorem [21]). 2.…”
Section: Broyden's Good Methodsmentioning
confidence: 99%