Quasi-Newton Methods, Motivation and Theory

  • Dennis, Jr. J
  • Moré J
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Abstract

This paper is an attempt to motivate and justify quasi-Newton methods as useful modifications of Newton’s method for general and gradient nonlinear systems of equations. References are given to ample numerical justification; here we give an overview of many of the important theoretical results and each is accompanied by sufficient discussion to make the results and hence the methods plausible.

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Dennis, Jr., J. E., & Moré, J. J. (1977). Quasi-Newton Methods, Motivation and Theory. SIAM Review, 19(1), 46–89. https://doi.org/10.1137/1019005

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