I’m looking for a clear exposition of the Davidon-Fletcher-Powell (DFP) and Broyden-Fletcher-Goldfarb-Shanno (BFGS) methods to find a maximizer or minimizer of a function.  My current sources of information on these methods are (1) Greene’s “Econometric Analysis” (3^rd edition), (2) Dahlquist and Bjorck’s “Numerical Methods,” and (3) Wikipedia.  There seems to be some inconsistency between these 3 expositions.  Partly it’s because the formulas for maximization differ from the formulas for minimization.  Minimizing f is equivalent to maximizing minus f, and I should be able to use this principle to derive the formulas for minimization from those for maximization (or vice versa).  However, I’m still getting sign inconsistencies when I carry this program through.  The local libraries are of limited usefulness for this matter, so I’m hoping someone on this list has a clear exposition of these methods in PDF form (or MS Word, or EXP) and can send it to me as an attachment.

Thanks,

Frank Benford