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The Second Derivative Approximations

keywords:

EXACT-SECOND-DERIVATIVES-USED
BFGS-APPROXIMATION-USED
DFP-APPROXIMATION-USED
PSB-APPROXIMATION-USED
SR1-APPROXIMATION-USED

The user is frequently able to provide analytic expressions for the first derivatives  of the nonlinear element functions in the SEIF file. The specification of exact second derivatives is optional, but recommended whenever possible.  If exact second derivatives have been supplied, the keyword EXACT-SECOND-DERIVATIVES-USED should be included. In their absence four different second derivative approximations may be used. These are the Broyden-Fletcher-Goldfarb-Shanno (BFGS), Davidon-Fletcher-Powell (DFP), Powell-symmetric-Broyden (PSB) and symmetric rank-one (SR1) approximations which may be invoked using the BFGS-APPROXIMATION-USED, DFP-APPROXIMATION-USED, PSB-APPROXIMATION-USED and SR1-APPROXIMATION-USED keywords, respectively. A default of        

SR1-APPROXIMATION-USED
is supplied.