Broyden updating, the good and the bad! (Q1946030)

From MaRDI portal
Revision as of 15:41, 29 July 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Broyden updating, the good and the bad!
scientific article

    Statements

    Broyden updating, the good and the bad! (English)
    0 references
    0 references
    17 April 2013
    0 references
    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)])
    0 references
    quasi-Newton
    0 references
    secant condition
    0 references
    least change
    0 references
    bounded deterioration
    0 references
    superlinear convergence
    0 references

    Identifiers