Inaccuracy in quasi-Newton methods: Local improvement theorems

DOI10.1007/BFB0121009zbMATH Open0566.65038MaRDI QIDQ3681845FDOQ3681845

Authors: Homer F. Walker, J. E. jun. Dennis 

Publication date: 1984

Published in: Mathematical Programming Studies (Search for Journal in Brave)

Recommendations

• Disguised and new quasi-Newton methods for nonlinear eigenvalue problems
• On the semilocal convergence of inexact Newton methods in Banach spaces
• scientific article; zbMATH DE number 2214460
• Approximate quasi-Newton methods
• On a result by Dennis and Schnabel for Newton's method: further improvements
• Local Convergence of Inexact Newton Methods
• Local Convergence Theory of Inexact Newton Methods Based on Structured Least Change Updates
• Asymptotic error estimates for the method of simple iteration and for the modified and generalized Newton methods
• scientific article; zbMATH DE number 3843077
• A Quasi-Newton Method Employing Direct Secant Updates of Matrix Factorizations

zbMATH Keywords

error analysislocal convergencequasi-Newton methodslocal improvementlimiting accuracyfloating-point errorsLU iterative improvement

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10)

Cited In (13)

• Newton's method in mixed precision
• How accurate does Newton have to be?
• Analysis of the BFGS Method with Errors
• Inexact perturbed Newton methods and applications to a class of Krylov solvers
• A Schur complement method for DAE systems in power system dynamic simulations
• A test for cancellation errors in quasi-Newton methods
• CONDOR, a new parallel, constrained extension of Powell's UOBYQA algorithm: Experimental results and comparison with the DFO algorithm
• A noise-tolerant quasi-Newton algorithm for unconstrained optimization
• Convergence Analysis of a Mixed Precision Parareal Algorithm
• Perturbed steepest-descent technique in multiextremal problems
• Diagonal approximation of the Hessian by finite differences for unconstrained optimization
• Cancellation Errors in Quasi-Newton Methods
• Local improvement results for Anderson acceleration with inaccurate function evaluations

This page was built for publication: Inaccuracy in quasi-Newton methods: Local improvement theorems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3681845)