[SciPy-dev] Proposal for more generic optimizers (posted before on scipy-user)

Ondrej Certik ondrej@certik...
Mon Apr 16 11:11:34 CDT 2007


> I'll look in the litterature for the Broyden method, if I see the whole
> algorithm, I think I'll be able to answer your questions ;)

As I understand the Broyden update, the whole trick is that you don't
need the precise Jacobian and it is subsequently approximated at every
iteration. So all that is needed (and in my problems actually all that
is available) is the function value.

Ondrej


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