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Solving Systems of Non-Linear Equations by Broyden's Method with Projected Updates

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NBER1977-03-01 更新2025-01-04 收录
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We introduce a modification of Broyden's method for finding a zero of n nonlinear equations in n unknowns when analytic derivatives are not available. The method retains the local Q-superlinear convergence of Broyden's method and has the additional property that if any or all of the equations are

本文提出一种布罗伊登方法(Broyden's method)的改进版本,用于在无法获取解析导数的场景下,求解n个未知量对应的n个非线性方程组的零点。该方法保留了布罗伊登方法的局部Q超线性收敛特性,且具备额外性质:当任意一个或全部方程组满足

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1977-03-01
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