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

David M. Gay and Robert B. Schnabel

No 169, NBER Working Papers from National Bureau of Economic Research, Inc

Abstract: 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: 1977-03
Note: TWP EFG
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