Broyden's method for optimization of a function of multiple variables

From Calculus

Definition

Suppose are variables and is a real-valued function of these variables. Broyden's method for optimization for uses Broyden's method for root-finding for a vector-valued function of a vector variable, applied to the gradient vector .

The translation from root-finding to optimization is similar to the way Newton's method for optimization of a function of multiple variables relies on Newton's method for root-finding for a vector-valued function of a vector variable.