The convergence of quasi-Newton matrices generated by the self-scaling symmetric rank one update (Q1267799)
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scientific article; zbMATH DE number 1210528
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| English | The convergence of quasi-Newton matrices generated by the self-scaling symmetric rank one update |
scientific article; zbMATH DE number 1210528 |
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The convergence of quasi-Newton matrices generated by the self-scaling symmetric rank one update (English)
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16 June 1999
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Quasi-Newton algorithms for unconstrained optimization generate a sequence of matrices that can be considered as approximations to the objective function second derivatives. This paper gives some conditions under which the approximations generated by the self-scaling symmetric rank one update formula [\textit{L. P. Sun}, J. Comput. Math. Chinese Univ. 3, 15-25 (1984)] can be proved to converge globally to the true correct Hessian matrix. The theory is confirmed by preliminary numerical tests.
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quasi-Newton algorithms
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convergence
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numerical examples
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unconstrained optimization
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self-scaling symmetric rank one update formula
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0.9157207012176514
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0.8987289071083069
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0.8649389147758484
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0.8321247100830078
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