A.R. Conn, N.I.M. Gould and Ph. Convergence of quasi-Newton matrices generated by the symmetric rank one update , Math. The SR1 update has a major drawback in that it is not necessarily positive definite. However , it has some very strong convergence properties. Convergence of quasi-Newton matrices generated by the symmetric rank one update .
G is obtained and the method terminates on the next Newton step.
Conn A.R., Gould N.I.M. and Toint Ph. Convergence of quasi-Newton matrices generated by the symmetric rank one update , Math. BFGS update for nonlinear least squares. In Figure 2, the SR1 update is given. This is the simplest update possible for nonlinear least squares.