DFP and BFGS Algorithms
Both David-Fletcher-Powell (DFP) and Broyden-Fletcher-Goldfarb-Shanno (BFGS) algorithms belong to the group of the Pseudogradient (aka Quasi Newton)optimization algorithms. Pseudogradient methods are derived from gradient - based optimizations. These methods begin the search along a gradient line and use gradient information to build a quadratic fit to the model function. All of the algorithms involve a line search given by the following equation:
In a DFP algorithm,
In a BFGS algorithm,
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