A CLASS OF REVISED BROYDEN ALGORITHMS WITHOUT EXACT LINE SEARCH

A CLASS OF REVISED BROYDEN ALGORITHMS WITHOUT EXACT LINE SEARCH

In this paper, we discuss the convergence of the Broyden algorithms with revised search direction. Under some inexact line searches, we prove that the algorithms are globally convergent for continuously differentiable functions and the rate of local convergence of the algorithms is one-step superlin...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Journal of computational mathematics 2004-01, Vol.22 (1), p.11-20
Hauptverfasser: Pu, Ding-guo, Gui, Sheng-hua, Tian, Wei-wen
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Computational mathematics
Mathematical functions
Mathematical theorems
Objective functions
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:In this paper, we discuss the convergence of the Broyden algorithms with revised search direction. Under some inexact line searches, we prove that the algorithms are globally convergent for continuously differentiable functions and the rate of local convergence of the algorithms is one-step superlinear and n-step second-order for uniformly convex objective functions.
ISSN:0254-9409
1991-7139