The divergence of the BFGS and Gauss Newton methods (Q463731)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The divergence of the BFGS and Gauss Newton methods |
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The divergence of the BFGS and Gauss Newton methods (English)
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17 October 2014
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A general framework is developed for explaining the divergence of line search methods for several examples published recently in the Journal ``Mathematical Programming Series A.''. Using analytical, algebraic and geometric concepts, the similarities of divergence are explained in terms of symmetry groups. With this methodology, examples of the divergence for the Gauss-Newton and BFGS methods are explained. Using Mathematica, the algebra in the examples can be verified in the supplementary material.
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line search
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BFGS methods
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Gauss Newton methods
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divergence
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