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Maximum likelihood estimation
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==== [[Davidon–Fletcher–Powell formula]] ==== DFP formula finds a solution that is symmetric, positive-definite and closest to the current approximate value of second-order derivative: <math display="block">\mathbf{H}_{k+1} = \left(I - \gamma_k y_k s_k^\mathsf{T}\right) \mathbf{H}_k \left(I - \gamma_k s_k y_k^\mathsf{T}\right) + \gamma_k y_k y_k^\mathsf{T}, </math> where <math display="block">y_k = \nabla\ell(x_k + s_k) - \nabla\ell(x_k),</math> <math display="block">\gamma_k = \frac{1}{y_k^T s_k},</math> <math display="block">s_k = x_{k+1} - x_k.</math>
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