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This paper presents a new minimization algorithm and discusses theoretically some of its properties when applied to quadratic functions. Results of comparative testing for a set of non-quadratic functions are described and reasons for the observed experimental behaviour are suggested.
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C. G. Broyden (Thu,) studied this question.
www.synapsesocial.com/papers/69fd17cd8e1e5e8b192703b1 — DOI: https://doi.org/10.1093/imamat/6.3.222
C. G. Broyden
IMA Journal of Applied Mathematics
University of Essex
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