Charles George Broyden

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

Life

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

In 1965 he found a quasi -Newton method for nonlinear equations, which was named after him, as he used 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).

Later he dealt with CG method.

2009 founded the journal Optimization Methods and Software, and her publisher Taylor and Francis Charles Broyden prize for the best publication in the journal in the past year. It is endowed with 500 pounds and has been awarded annually since 2010.

Writings

• Basic matrices, Macmillan 1975