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To initialize this
algorithm, a starting point x(0) and an estimate A0 of
J(x(0))must be given. The iteration is then
for
.
The initial matrix A0 is usually taken to be
either
J(x(0)) or a finite-difference approximation to it. The
reader should notice that nothing in the development of Broyden's method
guarantees that Ak is always nonsingular. Therefore, some enhancements
to the algorithm are still necessary.
Mark S. Gockenbach
2003-02-17