International Journal of Mathematics and Mathematical Sciences
Volume 14 (1991), Issue 2, Pages 349-362
doi:10.1155/S016117129100042X
On a general convergence for Broyden like update method
Rabindranath Sen
, Rini Chattopadhyay
and Tripti Saha
Department of Applied Mathematics, Calcutta University, 92, A.P.C. Road, Calcutta 700009, India
Abstract
The role of Broyden's method as a powerful quasi-Newton method for solving unconstrained optimization problems or a system of nonlinear algebraic equations is well known. We offer here a general convergence criterion for a method akin to Broyden's method in Rn. The approach is different from those of other convergence proofs which are available only for the direct prediction methods.