Convergence properties of the Beale-Powell restart algorithm (Q1286637): Difference between revisions

The authors give an example showing that the Beale-Powell restart algorithm [cf. \textit{E. M. L. Beale}, Numer. Math. non-lin. Optim., Conf., Univ. Dundee 1971, 39-43 (1972; Zbl 0279.65052) and \textit{M. J. D. Powell}, Math. Program. 12, 241-254 (1977; Zbl 0396.90072)] for large-scale unconstrained optimization may fail to converge. The global convergence of a slightly modified algorithm is proved.