Some improved projected quasi-Newton algorithms and their convergence. II: Local convergence rate and numerical tests (Q1824994): Difference between revisions
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English | Some improved projected quasi-Newton algorithms and their convergence. II: Local convergence rate and numerical tests |
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Some improved projected quasi-Newton algorithms and their convergence. II: Local convergence rate and numerical tests (English)
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1989
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It is proved that the improved two-sided projected quasi-Newton algorithms for the problem min f(x), \(c(x)=0\), which were presented in part I [ibid. 5, No.1, 33-45 (1989; reviewed above)], are locally one- step or two-step superlinearly convergent. Furthermore, numerical results for some test problems, which are selected from the literature, are given.
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superlinear convergence
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numerical examples
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projected quasi-Newton algorithms
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test problems
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