An example of numerical nonconvergence of a variable-metric method (Q795739)
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| Language | Label | Description | Also known as |
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| English | An example of numerical nonconvergence of a variable-metric method |
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An example of numerical nonconvergence of a variable-metric method (English)
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1985
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An example is given where truncation error, caused by finite computer arithmetic, leads to the BFGS variable-metric method becoming stuck, despite the approximated Hessian matrix, the gradient vector, and the search vector satisfying analytical conditions for convergence. A restart criterion to eliminate the problem is suggested.
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convergence analysis
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truncation error
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BFGS variable-metric method
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restart criterion
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