Solving Systems of Non-Linear Equations by Broyden's Method with Projected Updates
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 linear, it locates a zero of these equations in n+1 or fewer iterations. Limited computational experience suggests that our modification often improves upon Eroyden's method.
|Date of creation:||Mar 1977|
|Date of revision:|
|Contact details of provider:|| Postal: National Bureau of Economic Research, 1050 Massachusetts Avenue Cambridge, MA 02138, U.S.A.|
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