Local and superlinear convergence of a class of variable metric methods

DOI10.1007/BF02252133MaRDI QIDQ1146504zbMATH OpenFDO

Authors S. H. Smith

Publication date 1979

Published in Computing (Search for Journal in Brave)

zbMATH Keywords

optimizationsuperlinear convergencevariable metric methodunconstrained minimization problemsBroyden class of quasi-Newton methods

Mathematics Subject Classification ID

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

Cites work

• A Family of Variable-Metric Methods Derived by Variational Means
• A Rapidly Convergent Descent Method for Minimization
• A new approach to variable metric algorithms
• Conditioning of Quasi-Newton Methods for Function Minimization
• On the Local and Superlinear Convergence of Quasi-Newton Methods
• Quasi-Newton Methods and their Application to Function Minimisation
• The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations

Cited in

(4)

• Limited-memory BFGS with displacement aggregation
• Superlinear convergence of symmetric Huang's class of methods
• Superlinear convergence of Broyden's boundedθ-class of methods
• Local convergence analysis for partitioned quasi-Newton updates

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