Reference Work Entry

Encyclopedia of Optimization

pp 345-346

Broyden Family of Methods and the BFGS Update

BFM
  • Vassilios S. VassiliadisAffiliated withDepartment of Chemical Engineering, Princeton UniversityChemical Engineering Department, University Cambridge
  • , Raúl ConejerosAffiliated withDepartment of Chemical Engineering, Princeton UniversityChemical Engineering Department, University Cambridge

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References

Keywords

Unconstrained optimization BFGS update DFP update Broyden family of methods Rank-two updates Quasi-Newton methods