Broyden updating, the good and the bad! (Q1946030): Difference between revisions
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Latest revision as of 05:18, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Broyden updating, the good and the bad! |
scientific article |
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Broyden updating, the good and the bad! (English)
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17 April 2013
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Summary: So far so good! We had an updating procedure (the `ful secant method') that seemed to work provided that certain conditions of linear independence were satisfied, but the problem was that it did not work very well. In fact, it proved to be quite numerically unstable. (cf. [\textit{C. G. Broyden}, On the discovery of the ``good Broyden'' method, Math. Program. 87, No. 2 (B), 209--213 (2000; Zbl 0970.90002)])
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quasi-Newton
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secant condition
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least change
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bounded deterioration
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superlinear convergence
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