Charles George Broyden [SEP] date of death
Charles George Broyden
Charles George Broyden (3 February 1933 – 20 May 2011) was a mathematician who specialized in optimization problems and numerical linear algebra. While a physicist working at English Electric Company from 1961–1965, he adapted the Davidon–Fletcher–Powell formula to solving some nonlinear systems of equations that he was working with, leading to his widely cited 1965 paper, "A class of methods for solving nonlinear simultaneous equations". He was a lecturer at UCW Aberystwyth from 1965–1967. He later became a senior lecturer at University
and quasi-Newton methods differ in how they constrain the solution. The BFGS method is one of the most popular members of this class. Also in common use is L-BFGS, which is a limited-memory version of BFGS that is particularly suited to problems with very large numbers of variables (e.g., 1000). The BFGS-B variant handles simple box constraints.
The algorithm is named after Charles George Broyden, Roger Fletcher, Donald Goldfarb and David Shanno.
Rationale.
The optimization problem is