This paper describes an algorithm for constructing a single hidden layer feedforward neural network. A distinguishing feature of this algorithm is that it uses the quasi-Newton method to minimize the sequence of error functions associated with the growing network. Experimental results indicate that the algorithm is very efficient and robust. The algorithm was tested on two test problems. The first was the n-bit parity problem and the second was the breast cancer diagnosis problem from the University of Wisconsin Hospitals. For the n-bit parity problem, the algorithm was able to construct neural network having less than n hidden units that solved the problem for n=4,...,7. For the cancer diagnosis problem, the neural networks constructed by the algorithm had small number of hidden units and high accuracy rates on both the training data and the testing data.