Charles George Broyden
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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 of Essex from 1967–1970, where he independently discovered the Broyden–Fletcher–Goldfarb–Shanno (BFGS) method. The BFGS method has then become a key technique in solving nonlinear optimization problems. Moreover, he was among those who derived the symmetric rank-one updating formula, and his name was also attributed to Broyden's methods and Broyden family of quasi-Newton methods. After leaving the University of Essex, he co ...
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Optimization
Mathematical optimization (alternatively spelled ''optimisation'') or mathematical programming is the selection of a best element, with regard to some criterion, from some set of available alternatives. It is generally divided into two subfields: discrete optimization and continuous optimization. Optimization problems of sorts arise in all quantitative disciplines from computer science and engineering to operations research and economics, and the development of solution methods has been of interest in mathematics for centuries. In the more general approach, an optimization problem consists of maximizing or minimizing a real function by systematically choosing input values from within an allowed set and computing the value of the function. The generalization of optimization theory and techniques to other formulations constitutes a large area of applied mathematics. More generally, optimization includes finding "best available" values of some objective function given a def ...
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