# DFP method

### From Glossary

This is a method to solve an unconstrained nonlinear program that proceeds as follows.

- Start with any symmetric, negative definite matrix, say (e.g., ), and any point, say . Compute , and set each of the following:
- direction: .
- step size: .
- change in position: .
- new point and gradient: and .
- change in gradient: .
- Replace with and update by the DFP update to complete the iteration.