Charles George Broyden

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Charles George Broyden (born February 3, 1933 , † May 20, 2011 ) was a British physicist and mathematician who dealt with nonlinear mathematical optimization and numerical linear algebra.

Life

Broyden received a bachelor's degree in physics from King's College, University of London in 1955 and then went into industry. He worked as a physicist (programmer) for the British Electric Company from 1961 to 1965, was a lecturer at the University College of Wales in Aberystwyth from 1965 to 1967, and a senior lecturer (professor) at the University of Essex (and dean of the mathematics faculty) from 1967 to 1970 without having a PhD. In 1986 he took early retirement and worked at research institutes in the Netherlands and Italy, where he became Professor of Numerical Analysis at the University of Bologna in 1990 .

In 1965 he found a quasi-Newton method for nonlinear equations, which was named after him when he applied the Davidon-Fletcher-Powell (DFP, 1963) method to industrial problems. In 1970 he was one of the developers of the BFGS algorithm, also a quasi-Newton method. He is also one of the developers of the Symmetric Rank 1 Updating procedure (SR 1).

He later dealt with CG procedures .

In 2009 Optimization Methods and Software magazine and its publisher Taylor and Francis donated the Charles Broyden Prize for best paper in the magazine of the past year. It is endowed with 500 pounds and has been awarded annually since 2010.

Fonts

  • Basic Matrices, Macmillan 1975

literature

  • Andreas Griewank, Obituary in Optimization Methods and Software, Volume 26, 2011, 343/344

Web links

Individual evidence

  1. ↑ More precisely two methods, Broyden's called good and bad method and method 1 and 2 by him
  2. ↑ Broyden, A class of methods for solving nonlinear simultaneous equations , Mathematics of Computation, Volume 19, 1965, 577-593
  3. ↑ Broyden The convergence of a class of double-rank minimization algorithms , Journal of the Institute of Mathematics and Its Applications, Volume 6, 1970, pp. 76-90
  4. ↑ Broyden Quasi-Newtonian methods and their application to function minimization , Math. Computation, Volume 21, 1967, pp. 368-381
  5. ^ Broyden Prize, announcement, pdf
personal data
SURNAME Broyden, Charles George
BRIEF DESCRIPTION British physicist and mathematician
DATE OF BIRTH February 3, 1933
DATE OF DEATH May 20, 2011