Quadratic Termination Properties of Minimization Algorithms I. Statement and Discussion of Results

DOI10.1093/imamat/10.3.333zbMath0254.65047OpenAlexW2074989213MaRDI QIDQ5667962

M. J. D. Powell

Publication date: 1972

Published in: IMA Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamat/10.3.333

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (12)

Degenerate values for Broyden methods ⋮ Local andQ-superlinear convergence of a class of collinear scaling algorithms that extends quasi-newton methods with broyden's bounded-⊘ class of updates† ‡ ⋮ A unified primal-dual algorithm framework based on Bregman iteration ⋮ An alternate implementation of Goldfarb's minimization algorithm ⋮ The convergence of variable metric matrices in unconstrained optimization ⋮ A regularized limited memory BFGS method for nonconvex unconstrained minimization ⋮ A bound to the condition number of canonical rank-two corrections and applications to the variable metric method ⋮ Equivalence of some quadratic programming algorithms ⋮ Matrix factorizations in optimization of nonlinear functions subject to linear constraints ⋮ Generating conjugate directions without line searches using factorized variable metric updating formulas ⋮ Quadratic termination properties of Davidon's new variable metric algorithm ⋮ Evaluating computational efficiency: A stochastic approach

This page was built for publication: Quadratic Termination Properties of Minimization Algorithms I. Statement and Discussion of Results