Mathematical Programming

, Volume 35, Issue 1, pp 71–82 | Cite as

Broyden's method in Hilbert space

  • Ekkehard W. Sachs
Article

Abstract

Broyden's method is formulated for the solution of nonlinear operator equations in Hilbert spaces. The algorithm is proven to be well defined and a linear rate of convergence is shown. Under an additional assumption on the initial approximation for the derivative we prove the superlinear rate of convergence.

Key words

Broyden's method quasi-Newton methods superlinear convergence rate 

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Copyright information

© The Mathematical Programming Society, Inc. 1986

Authors and Affiliations

  • Ekkehard W. Sachs
    • 1
  1. 1.Department of MathematicsNorth Carolina State UniversityRaleighUSA

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