Quasi-Newton methods and their application to function minimisation

Author:
C. G. Broyden

Journal:
Math. Comp. **21** (1967), 368-381

MSC:
Primary 65.50

DOI:
https://doi.org/10.1090/S0025-5718-1967-0224273-2

MathSciNet review:
0224273

Full-text PDF Free Access

References | Similar Articles | Additional Information

**[1]**J. G. P. Barnes, ``An algorithm for solving non-linear equations based on the secant method,''*Comput. J.*, v. 8, 1965, pp. 66-72. MR**31**#5330. MR**0181101 (31:5330)****[2]**C. G. Broyden, ``A class of methods for solving nonlinear simultaneous equations,''*Math. Comp.*, v. 19, 1965, pp. 577-593. MR**0198670 (33:6825)****[3]**W. C. Davidon,*Variable Metric Methods for Minimization*, A.E.C. Research and Development Report ANL-5990 (Rev. TID-4500, 14th ed.), 1959.**[4]**R. Fletcher & M. J. D. Powell, ``A rapidly convergent descent method for minimization,''*Comput. J.*, v. 6, 1963/1964, pp. 163-168. MR**27**#2096. MR**0152116 (27:2096)****[5]**A. M. Ostrowski,*The Solution of Equations and Systems of Equations*, Pure and Appl. Math., Vol. 9, Academic Press, New York, 1960. MR**23**#B571. MR**0127525 (23:B571)****[6]**Walter Rudin,*Principles of Mathematical Analysis*, 2nd ed., McGraw-Hill, New York, 1964. MR**29**#3587. MR**0166310 (29:3587)****[7]**J. Traub,*Iterative Methods for the Solution of Equations*, Prentice-Hall, Englewood Cliffs, N. J., 1964. MR**29**#6607. MR**0169356 (29:6607)****[8]**Philip Wolfe, ``The secant method for solving nonlinear equations,''*Comm. Assoc. Comput. Mach.*, v. 2, 1959, pp. 12-13.

Retrieve articles in *Mathematics of Computation*
with MSC:
65.50

Retrieve articles in all journals with MSC: 65.50

Additional Information

DOI:
https://doi.org/10.1090/S0025-5718-1967-0224273-2

Article copyright:
© Copyright 1967
American Mathematical Society