The convergence of Broyden algorithms for LC gradient function (Q1582577)
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English | The convergence of Broyden algorithms for LC gradient function |
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The convergence of Broyden algorithms for LC gradient function (English)
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21 June 2001
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Broyden algorithms are very efficient methods for solving the unrestricted nonlinear programming problem \(\min \{f(x)\mid x\in\mathbb{R}^n\}\). In this paper the convergence of such algorithms is discussed for functions \(f\) which are non-twice-differentiable, but have LC-gradients. Assume \(f\) is uniformly convex and an LC-gradient function then the Broyden algorithms have linear convergence. It is proved that under some additional conditions the convergence is superlinear in the sense \(\|x_k\|\leq C\delta^k\), \(0< \delta< 1\). Unfortunately, the assumptions are rather strong, and there is no example!
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Broyden algorithms
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uniformly convex function
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superlinear convergence
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unrestricted nonlinear programming
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LC-gradients
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linear convergence
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