The convergence of variable metric matrices in unconstrained optimization View Full Text


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Article Info

DATE

1983-10

AUTHORS

Ge Ren-pu, M. J. D. Powell

ABSTRACT

It is proved that, if the DFP or BFGS algorithm with step-lengths of one is applied to a functionF(x) that has a Lipschitz continuous second derivative, and if the calculated vectors of variables converge to a point at which ∇F is zero and ∇2F is positive definite, then the sequence of variable metric matrices also converges. The limit of this sequence is identified in the case whenF(x) is a strictly convex quadratic function. More... »

PAGES

123

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/bf02591941

DOI

http://dx.doi.org/10.1007/bf02591941

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1048781144


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